+299.5%
OKLO vs BURL
+63.9%
+235.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +2.5% |
| 7D | +2.8% | -2.8% | +5.6% | +3.9% |
| 30D | -4.0% | -28.2% | +24.2% | +9.5% |
| 3M | -36.9% | -17.6% | -19.3% | -32.7% |
| 6M | -37.1% | -11.8% | -25.4% | -35.3% |
| YTD | -42.5% | -8.1% | -34.3% | -41.7% |
| 1Y | -40.7% | -12.0% | -28.8% | -39.4% |
| All | +299.5% | +63.9% | +235.6% | +252.3% |
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