+268.5%
OKLO vs BROS
+35.1%
+233.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.1% | -10.2% | -9.4% |
| 7D | -12.2% | -5.8% | -6.5% | -11.3% |
| 30D | -19.7% | -14.0% | -5.8% | -17.6% |
| 3M | -37.4% | -32.5% | -4.9% | -33.1% |
| 6M | -42.3% | -14.9% | -27.4% | -40.9% |
| YTD | -49.5% | -28.3% | -21.2% | -46.8% |
| 1Y | -54.7% | -34.0% | -20.7% | -51.9% |
| 3Y | +249.6% | +63.0% | +186.7% | +257.8% |
| All | +268.5% | +35.1% | +233.4% | +279.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling