+302.0%
OKLO vs BOXX
+18.4%
+283.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | 0.0% | -6.3% | -6.4% |
| 7D | +0.1% | 0.0% | +0.1% | -0.5% |
| 30D | -15.2% | +0.3% | -15.5% | -18.3% |
| 3M | -26.2% | +1.0% | -27.2% | -35.6% |
| 6M | -35.0% | +1.9% | -37.0% | -52.0% |
| YTD | -44.4% | +2.6% | -47.1% | -63.4% |
| 1Y | -45.9% | +4.0% | -49.9% | -70.6% |
| 3Y | +284.9% | +14.6% | +270.3% | +16.0% |
| All | +302.0% | +18.4% | +283.6% | +18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling