+299.6%
OKLO vs BBWI
-64.9%
+364.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.5% | -4.9% | -6.1% |
| 7D | +0.1% | -8.0% | +8.1% | +1.4% |
| 30D | -15.2% | -6.6% | -8.5% | -14.7% |
| 3M | -26.2% | -2.7% | -23.5% | -26.5% |
| 6M | -35.0% | -12.8% | -22.3% | -34.3% |
| YTD | -44.4% | -10.5% | -34.0% | -44.0% |
| 1Y | -45.9% | -35.3% | -10.6% | -43.4% |
| 3Y | +284.9% | -47.7% | +332.7% | +314.9% |
| 5Y | +305.3% | -68.9% | +374.2% | +338.5% |
| All | +299.6% | -64.9% | +364.5% | +330.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BBWI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling