+159.1%
OKLO vs BAX
-64.2%
+223.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.1% |
| 7D | +16.9% | -0.6% | +17.5% | +17.1% |
| 30D | -19.7% | +6.3% | -26.0% | -20.3% |
| 3M | -45.0% | -4.6% | -40.4% | -44.7% |
| 6M | -66.9% | +50.4% | -117.3% | -68.5% |
| YTD | -64.0% | +38.0% | -102.0% | -65.6% |
| 1Y | -75.2% | +44.6% | -119.8% | -76.4% |
| 3Y | +151.1% | -15.1% | +166.2% | +146.4% |
| 5Y | +162.8% | -63.3% | +226.1% | +158.5% |
| All | +159.1% | -64.2% | +223.3% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BAX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling