-80.3%
OKLO vs BROS
-18.6%
-61.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.9% | -6.8% | -6.2% |
| 7D | -18.4% | +2.5% | -20.9% | -19.2% |
| 30D | -38.5% | +15.1% | -53.6% | -42.0% |
| 3M | -48.9% | -31.4% | -17.6% | -41.1% |
| 6M | -67.8% | -22.6% | -45.1% | -65.5% |
| YTD | -69.2% | -28.1% | -41.0% | -67.0% |
| 1Y | -80.3% | -20.3% | -60.0% | -79.8% |
| All | -80.3% | -18.6% | -61.7% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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