+162.8%
OKLO vs BROS
-49.0%
+211.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.2% |
| 7D | +16.9% | -20.4% | +37.3% | +22.9% |
| 30D | -19.7% | -6.1% | -13.6% | -18.7% |
| 3M | -45.0% | -29.4% | -15.6% | -41.0% |
| 6M | -66.9% | -31.5% | -35.4% | -64.6% |
| YTD | -64.0% | -42.8% | -21.2% | -60.0% |
| 1Y | -75.2% | -37.5% | -37.7% | -72.9% |
| 3Y | +151.1% | +27.2% | +123.9% | +169.8% |
| 5Y | +162.8% | -47.0% | +209.8% | +182.9% |
| All | +162.8% | -49.0% | +211.8% | +182.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling