+319.8%
OKLO vs BROS
+43.3%
+276.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.5% |
| 7D | +2.8% | -6.7% | +9.5% | +4.1% |
| 30D | -4.0% | -29.1% | +25.1% | +1.8% |
| 3M | -36.9% | -16.7% | -20.2% | -35.2% |
| 6M | -37.1% | -11.6% | -25.5% | -36.1% |
| YTD | -42.5% | -23.9% | -18.6% | -40.1% |
| 1Y | -40.7% | -34.8% | -5.9% | -37.0% |
| 3Y | +299.1% | +62.1% | +237.1% | +304.2% |
| All | +319.8% | +43.3% | +276.5% | +327.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling