-54.7%
OKLO vs BOXX
+4.0%
-58.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | 0.0% | -9.2% | -9.4% |
| 7D | -12.2% | +0.1% | -12.3% | -12.5% |
| 30D | -19.7% | +0.3% | -20.1% | -22.1% |
| 3M | -37.4% | +1.0% | -38.4% | -46.5% |
| 6M | -42.3% | +1.9% | -44.2% | -66.7% |
| YTD | -49.5% | +2.7% | -52.2% | -81.1% |
| 1Y | -54.7% | +4.0% | -58.7% | -96.0% |
| All | -54.7% | +4.0% | -58.7% | -96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 1y: compounded portfolio wealth divided by compounded BOXX 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…
1y analysis · Full analysis span regression · 6 months rolling