-82.0%
OKLO vs BURL
-6.3%
-75.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -2.9% | -10.3% | -12.2% |
| 7D | -28.4% | +3.5% | -31.9% | -29.1% |
| 30D | -50.2% | -9.3% | -40.9% | -48.4% |
| 3M | -55.3% | -32.1% | -23.2% | -49.1% |
| 6M | -71.9% | -19.8% | -52.1% | -71.0% |
| YTD | -73.2% | -13.2% | -60.1% | -73.1% |
| All | -82.0% | -6.3% | -75.7% | -82.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling