+132.5%
OKLO vs BLDR
-50.7%
+183.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.5% |
| 7D | +1.6% | -3.0% | +4.5% | +2.8% |
| 30D | -17.6% | +20.1% | -37.7% | -23.7% |
| 3M | -48.5% | -17.5% | -31.0% | -45.6% |
| 6M | -65.7% | -16.1% | -49.6% | -64.2% |
| YTD | -66.7% | -41.0% | -25.6% | -61.3% |
| 1Y | -76.5% | -41.6% | -34.9% | -72.7% |
| 3Y | +132.5% | -50.8% | +183.3% | +202.4% |
| All | +132.5% | -50.7% | +183.2% | +202.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling