+262.9%
OKLO vs BRO
+29.4%
+233.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.2% | -9.0% | -9.2% |
| 7D | -12.2% | -7.3% | -4.9% | -13.0% |
| 30D | -19.7% | -6.9% | -12.9% | -20.4% |
| 3M | -37.4% | +10.7% | -48.1% | -37.1% |
| 6M | -42.3% | -2.7% | -39.6% | -41.9% |
| YTD | -49.5% | -16.3% | -33.2% | -49.2% |
| 1Y | -54.7% | -29.1% | -25.6% | -54.2% |
| 3Y | +249.6% | -7.8% | +257.4% | +257.0% |
| 5Y | +268.1% | +18.7% | +249.4% | +272.2% |
| All | +262.9% | +29.4% | +233.6% | +259.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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