+151.4%
OKLO vs BURL
-20.7%
+172.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.3% | -5.3% | -6.3% |
| 7D | +6.8% | +5.9% | +1.0% | +5.5% |
| 30D | -27.7% | -8.3% | -19.4% | -26.4% |
| 3M | -43.6% | -31.6% | -12.0% | -39.2% |
| 6M | -65.4% | -16.6% | -48.8% | -64.5% |
| YTD | -65.0% | -12.1% | -53.0% | -64.4% |
| 1Y | -77.5% | -10.0% | -67.5% | -77.3% |
| 3Y | +143.6% | +94.3% | +49.3% | +137.6% |
| 5Y | +154.7% | -13.2% | +167.9% | +149.5% |
| All | +151.4% | -20.7% | +172.1% | +146.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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