+334.0%
OKLO vs BHP
+100.4%
+233.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.2% | +4.1% |
| 7D | +12.4% | +1.3% | +11.1% | +11.8% |
| 30D | -10.6% | +4.0% | -14.5% | -12.1% |
| 3M | -26.5% | +12.3% | -38.8% | -29.9% |
| 6M | -25.6% | +30.8% | -56.5% | -31.7% |
| YTD | -39.6% | +58.8% | -98.4% | -47.5% |
| 1Y | -38.8% | +76.8% | -115.6% | -48.0% |
| 3Y | +318.1% | +87.5% | +230.6% | +247.6% |
| 5Y | +339.7% | +123.9% | +215.8% | +262.6% |
| All | +334.0% | +100.4% | +233.6% | +259.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling