+318.1%
OKLO vs BLDR
-55.5%
+373.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.9% | +9.8% | +6.6% |
| 7D | +12.4% | -0.3% | +12.7% | +12.4% |
| 30D | -10.6% | -16.2% | +5.7% | -5.1% |
| 3M | -26.5% | -14.4% | -12.1% | -23.4% |
| 6M | -25.6% | -32.8% | +7.1% | -16.5% |
| YTD | -39.6% | -39.2% | -0.5% | -30.5% |
| 1Y | -38.8% | -57.7% | +18.9% | -23.4% |
| All | +318.1% | -55.5% | +373.6% | +433.8% |
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