+128.4%
OKLO vs BURL
+86.7%
+41.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -1.6% | +24.3% | +23.3% |
| 7D | -6.7% | +4.1% | -10.8% | -8.6% |
| 30D | -36.0% | -9.5% | -26.6% | -33.4% |
| 3M | -44.2% | -33.5% | -10.7% | -34.0% |
| 6M | -70.4% | -22.1% | -48.3% | -68.0% |
| YTD | -67.2% | -14.6% | -52.6% | -65.9% |
| 1Y | -77.9% | -8.4% | -69.6% | -78.0% |
| 3Y | +128.4% | +86.6% | +41.9% | +102.3% |
| All | +128.4% | +86.7% | +41.7% | +102.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling