+262.9%
OKLO vs BHP
+89.9%
+173.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.2% | -8.9% | -9.1% |
| 7D | -12.2% | -3.6% | -8.6% | -10.6% |
| 30D | -19.7% | -1.2% | -18.6% | -19.1% |
| 3M | -37.4% | +1.2% | -38.6% | -37.5% |
| 6M | -42.3% | +21.4% | -63.7% | -45.3% |
| YTD | -49.5% | +50.4% | -99.9% | -54.9% |
| 1Y | -54.7% | +67.5% | -122.2% | -60.5% |
| 3Y | +249.6% | +72.8% | +176.8% | +198.4% |
| 5Y | +268.1% | +112.6% | +155.5% | +211.5% |
| All | +262.9% | +89.9% | +173.1% | +208.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 10y: compounded portfolio wealth divided by compounded BHP 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…
10y analysis · Full analysis span regression · 6 months rolling