+262.9%
OKLO vs BTG
+57.1%
+205.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.4% | -9.6% | -9.3% |
| 7D | -12.2% | -3.8% | -8.5% | -11.2% |
| 30D | -19.7% | +3.6% | -23.4% | -20.7% |
| 3M | -37.4% | +32.0% | -69.4% | -43.0% |
| 6M | -42.3% | +3.4% | -45.6% | -43.7% |
| YTD | -49.5% | +20.8% | -70.3% | -52.8% |
| 1Y | -54.7% | +22.4% | -77.1% | -57.7% |
| 3Y | +249.6% | +91.7% | +157.9% | +196.2% |
| 5Y | +268.1% | +79.0% | +189.1% | +210.6% |
| All | +262.9% | +57.1% | +205.8% | +206.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling