+270.7%
OKLO vs BDX
-2.2%
+273.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.8% | -10.0% | -9.0% |
| 7D | -12.2% | -3.2% | -9.1% | -12.7% |
| 30D | -19.7% | -2.5% | -17.2% | -20.1% |
| 3M | -37.4% | +21.4% | -58.8% | -35.0% |
| 6M | -42.3% | +10.4% | -52.7% | -40.8% |
| YTD | -49.5% | +18.8% | -68.4% | -47.6% |
| 1Y | -54.7% | +21.7% | -76.4% | -52.6% |
| 3Y | +249.6% | -10.0% | +259.6% | +260.4% |
| All | +270.7% | -2.2% | +273.0% | +286.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling