-80.3%
OKLO vs BTSG
+111.7%
-192.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.8% | -5.8% |
| 7D | -18.4% | +17.4% | -35.8% | -22.6% |
| 30D | -38.5% | +12.6% | -51.1% | -40.7% |
| 3M | -48.9% | +11.2% | -60.1% | -50.6% |
| 6M | -67.8% | +30.4% | -98.1% | -71.7% |
| YTD | -69.2% | +86.4% | -155.6% | -77.5% |
| 1Y | -80.3% | +117.9% | -198.2% | -86.6% |
| All | -80.3% | +111.7% | -192.0% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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