-40.7%
OKLO vs BTSG
+152.4%
-193.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +4.0% |
| 7D | +2.8% | +2.7% | +0.1% | +1.9% |
| 30D | -4.0% | -3.6% | -0.4% | -2.9% |
| 3M | -36.9% | +5.8% | -42.7% | -38.9% |
| 6M | -37.1% | +44.7% | -81.9% | -46.4% |
| YTD | -42.5% | +62.2% | -104.7% | -52.8% |
| 1Y | -40.7% | +152.1% | -192.8% | -50.0% |
| All | -40.7% | +152.4% | -193.1% | -50.0% |
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