+334.0%
OKLO vs BG
+87.6%
+246.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.4% | +0.6% | +5.2% |
| 7D | +12.4% | +2.4% | +10.1% | +12.6% |
| 30D | -10.6% | +15.0% | -25.6% | -9.7% |
| 3M | -26.5% | -0.7% | -25.9% | -26.2% |
| 6M | -25.6% | +7.5% | -33.1% | -25.1% |
| YTD | -39.6% | +41.6% | -81.3% | -38.6% |
| 1Y | -38.8% | +50.7% | -89.4% | -37.4% |
| 3Y | +318.1% | +20.3% | +297.8% | +328.6% |
| 5Y | +339.7% | +85.2% | +254.5% | +344.7% |
| All | +334.0% | +87.6% | +246.3% | +338.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling