+318.1%
OKLO vs BROS
+64.7%
+253.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.4% | +5.6% |
| 7D | +12.4% | -0.9% | +13.3% | +12.7% |
| 30D | -10.6% | -13.5% | +2.9% | -5.5% |
| 3M | -26.5% | -18.4% | -8.1% | -22.0% |
| 6M | -25.6% | -10.6% | -15.1% | -24.2% |
| YTD | -39.6% | -25.1% | -14.6% | -34.0% |
| 1Y | -38.8% | -28.6% | -10.1% | -32.4% |
| 3Y | +318.1% | +65.6% | +252.5% | +317.3% |
| All | +318.1% | +64.7% | +253.4% | +317.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling