+299.6%
OKLO vs BP
+137.3%
+162.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.9% | -7.2% | -6.4% |
| 7D | +0.1% | +5.7% | -5.6% | -0.5% |
| 30D | -15.2% | +8.1% | -23.2% | -16.0% |
| 3M | -26.2% | +8.6% | -34.8% | -27.1% |
| 6M | -35.0% | +18.1% | -53.2% | -37.5% |
| YTD | -44.4% | +37.6% | -82.0% | -48.3% |
| 1Y | -45.9% | +39.4% | -85.3% | -50.0% |
| 3Y | +284.9% | +40.1% | +244.9% | +247.1% |
| 5Y | +305.3% | +141.3% | +164.0% | +260.0% |
| All | +299.6% | +137.3% | +162.3% | +255.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling