+302.9%
OKLO vs BTSG
+421.3%
-118.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.0% | +1.9% | +3.4% |
| 7D | +12.4% | +5.7% | +6.7% | +9.2% |
| 30D | -10.6% | +0.2% | -10.8% | -11.5% |
| 3M | -26.5% | +5.6% | -32.2% | -30.4% |
| 6M | -25.6% | +50.8% | -76.4% | -43.2% |
| YTD | -39.6% | +67.0% | -106.7% | -57.0% |
| 1Y | -38.8% | +145.5% | -184.3% | -66.1% |
| All | +302.9% | +421.3% | -118.4% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling