+151.3%
OKLO vs BP
+48.4%
+102.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.5% | +2.8% |
| 7D | +16.9% | -0.8% | +17.7% | +17.2% |
| 30D | -19.7% | -3.1% | -16.6% | -19.3% |
| 3M | -45.0% | +6.2% | -51.1% | -45.9% |
| 6M | -66.9% | +4.8% | -71.7% | -67.5% |
| YTD | -64.0% | +35.2% | -99.1% | -69.8% |
| 1Y | -75.2% | +27.4% | -102.6% | -78.5% |
| All | +151.3% | +48.4% | +102.9% | +107.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling