+139.7%
OKLO vs BURL
-24.1%
+163.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -1.4% |
| 7D | +1.6% | -1.6% | +3.2% | +2.1% |
| 30D | -17.6% | -7.7% | -9.9% | -16.2% |
| 3M | -48.5% | -31.7% | -16.9% | -44.5% |
| 6M | -65.7% | -15.2% | -50.5% | -64.9% |
| YTD | -66.7% | -15.9% | -50.7% | -65.7% |
| 1Y | -76.5% | -14.2% | -62.3% | -76.0% |
| 3Y | +132.5% | +93.5% | +38.9% | +129.0% |
| 5Y | +142.8% | -9.9% | +152.7% | +140.3% |
| All | +139.7% | -24.1% | +163.8% | +137.6% |
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