-40.7%
OKLO vs BTG
+38.4%
-79.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +4.4% |
| 7D | +2.8% | -0.9% | +3.7% | +3.2% |
| 30D | -4.0% | +36.8% | -40.8% | -21.4% |
| 3M | -36.9% | +23.1% | -60.0% | -45.1% |
| 6M | -37.1% | +3.5% | -40.6% | -40.4% |
| YTD | -42.5% | +25.5% | -68.0% | -52.9% |
| 1Y | -40.7% | +40.1% | -80.8% | -57.5% |
| All | -40.7% | +38.4% | -79.1% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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