+249.6%
OKLO vs BBY
+42.8%
+206.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.1% | -12.3% | -9.7% |
| 7D | -12.2% | +0.6% | -12.8% | -12.4% |
| 30D | -19.7% | +9.4% | -29.1% | -21.1% |
| 3M | -37.4% | +19.3% | -56.7% | -39.6% |
| 6M | -42.3% | +47.9% | -90.2% | -46.9% |
| YTD | -49.5% | +39.6% | -89.1% | -53.1% |
| 1Y | -54.7% | +22.2% | -76.9% | -56.8% |
| 3Y | +249.6% | +45.0% | +204.6% | +200.4% |
| All | +249.6% | +42.8% | +206.8% | +200.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 3y: compounded portfolio wealth divided by compounded BBY 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…
3y analysis · Full analysis span regression · 6 months rolling