+33.4%
OKLO vs BIYA
-99.8%
+133.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.2% | -7.0% | -9.2% |
| 7D | -12.2% | -1.8% | -10.5% | -12.3% |
| 30D | -19.7% | -17.5% | -2.3% | -20.2% |
| 3M | -37.4% | -78.0% | +40.6% | -38.8% |
| 6M | -42.3% | -89.5% | +47.2% | -41.0% |
| YTD | -49.5% | -94.3% | +44.7% | -48.0% |
| 1Y | -54.7% | -98.6% | +43.9% | -53.1% |
| All | +33.4% | -99.8% | +133.1% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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