+299.6%
OKLO vs BLDR
+42.5%
+257.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.9% | -2.4% | -5.5% |
| 7D | +0.1% | -8.1% | +8.2% | +1.8% |
| 30D | -15.2% | -21.5% | +6.3% | -11.0% |
| 3M | -26.2% | -21.0% | -5.2% | -23.0% |
| 6M | -35.0% | -37.1% | +2.0% | -29.7% |
| YTD | -44.4% | -42.7% | -1.7% | -39.0% |
| 1Y | -45.9% | -58.0% | +12.0% | -38.6% |
| 3Y | +284.9% | -57.8% | +342.8% | +341.2% |
| 5Y | +305.3% | +10.3% | +295.0% | +359.5% |
| All | +299.6% | +42.5% | +257.1% | +344.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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