-50.1%
OKLO vs BTSG
+110.1%
-160.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.6% | +0.3% | -4.0% |
| 7D | +0.1% | -5.8% | +5.9% | +2.3% |
| 30D | -15.2% | 0.0% | -15.1% | -15.6% |
| 3M | -26.2% | -4.5% | -21.7% | -25.8% |
| 6M | -35.0% | +40.0% | -75.0% | -44.4% |
| YTD | -44.4% | +54.6% | -99.0% | -54.2% |
| All | -50.1% | +110.1% | -160.2% | -60.9% |
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