+143.3%
OKLO vs BROS
+10.5%
+132.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.5% | -8.7% | -3.4% |
| 7D | +1.6% | +6.3% | -4.7% | +0.5% |
| 30D | -17.6% | -8.3% | -9.3% | -16.3% |
| 3M | -48.5% | -29.8% | -18.7% | -45.2% |
| 6M | -65.7% | -25.8% | -39.8% | -64.1% |
| YTD | -66.7% | -41.4% | -25.3% | -63.6% |
| 1Y | -76.5% | -35.2% | -41.3% | -74.8% |
| 3Y | +132.5% | +32.8% | +99.7% | +146.4% |
| 5Y | +142.8% | -42.2% | +185.0% | +158.5% |
| All | +143.3% | +10.5% | +132.9% | +159.4% |
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