+249.6%
OKLO vs BNY
+287.0%
-37.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | 0.0% | -9.2% | -9.2% |
| 7D | -12.2% | -1.3% | -10.9% | -11.0% |
| 30D | -19.7% | -0.2% | -19.6% | -19.9% |
| 3M | -37.4% | +14.9% | -52.3% | -47.7% |
| 6M | -42.3% | +40.0% | -82.3% | -61.8% |
| YTD | -49.5% | +42.0% | -91.5% | -67.3% |
| 1Y | -54.7% | +56.9% | -111.6% | -73.7% |
| 3Y | +249.6% | +289.9% | -40.3% | +17.6% |
| All | +249.6% | +287.0% | -37.4% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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