+284.9%
OKLO vs BG
+20.1%
+264.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.9% | -7.2% | -6.2% |
| 7D | +0.1% | +3.7% | -3.6% | +0.5% |
| 30D | -15.2% | +12.3% | -27.5% | -13.9% |
| 3M | -26.2% | -2.2% | -24.0% | -25.6% |
| 6M | -35.0% | +5.3% | -40.4% | -34.1% |
| YTD | -44.4% | +42.4% | -86.8% | -42.3% |
| 1Y | -45.9% | +55.2% | -101.1% | -43.1% |
| All | +284.9% | +20.1% | +264.9% | +300.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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