+139.7%
OKLO vs BLDR
+46.6%
+93.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.3% |
| 7D | +1.6% | -3.0% | +4.5% | +2.3% |
| 30D | -17.6% | +20.1% | -37.7% | -21.1% |
| 3M | -48.5% | -17.5% | -31.0% | -46.9% |
| 6M | -65.7% | -16.1% | -49.6% | -64.8% |
| YTD | -66.7% | -41.0% | -25.6% | -63.8% |
| 1Y | -76.5% | -41.6% | -34.9% | -74.5% |
| 3Y | +132.5% | -50.8% | +183.3% | +163.0% |
| 5Y | +142.8% | -10.8% | +153.6% | +173.1% |
| All | +139.7% | +46.6% | +93.0% | +163.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling