-80.3%
OKLO vs BTDR
-69.9%
-10.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.6% | -0.2% | -3.4% |
| 7D | -18.4% | -17.6% | -0.9% | -11.6% |
| 30D | -38.5% | -40.3% | +1.8% | -23.4% |
| 3M | -48.9% | -42.6% | -6.3% | -37.1% |
| 6M | -67.8% | -46.3% | -21.5% | -61.1% |
| YTD | -69.2% | -41.7% | -27.4% | -65.1% |
| 1Y | -80.3% | -69.4% | -10.9% | -73.7% |
| All | -80.3% | -69.9% | -10.4% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling