+145.0%
OKLO vs BURL
-21.3%
+166.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.7% | -3.7% | -5.1% |
| 7D | +27.3% | +0.4% | +26.9% | +27.3% |
| 30D | -23.1% | -4.3% | -18.7% | -22.4% |
| 3M | -45.8% | -28.8% | -17.0% | -42.1% |
| 6M | -66.8% | -12.8% | -54.0% | -66.2% |
| YTD | -65.9% | -12.8% | -53.1% | -65.2% |
| 1Y | -78.0% | -12.3% | -65.8% | -77.6% |
| 3Y | +137.4% | +92.7% | +44.7% | +132.0% |
| 5Y | +148.2% | -6.5% | +154.8% | +143.8% |
| All | +145.0% | -21.3% | +166.3% | +141.0% |
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