-40.7%
OKLO vs BROS
-35.3%
-5.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.3% |
| 7D | +2.8% | -6.7% | +9.5% | +5.6% |
| 30D | -4.0% | -29.1% | +25.1% | +9.0% |
| 3M | -36.9% | -16.7% | -20.2% | -34.4% |
| 6M | -37.1% | -11.6% | -25.5% | -36.4% |
| YTD | -42.5% | -23.9% | -18.6% | -39.3% |
| 1Y | -40.7% | -34.8% | -5.9% | -23.0% |
| All | -40.7% | -35.3% | -5.4% | -23.0% |
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