+284.9%
OKLO vs BDX
-10.7%
+295.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.9% | -4.4% | -6.8% |
| 7D | +0.1% | -5.4% | +5.5% | -1.4% |
| 30D | -15.2% | -2.2% | -13.0% | -15.6% |
| 3M | -26.2% | +20.1% | -46.3% | -22.2% |
| 6M | -35.0% | +9.1% | -44.1% | -32.8% |
| YTD | -44.4% | +17.9% | -62.3% | -41.4% |
| 1Y | -45.9% | +22.1% | -68.0% | -42.1% |
| All | +284.9% | -10.7% | +295.6% | +295.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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