+86.2%
OKLO vs BURL
+89.8%
-3.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -2.9% | -10.3% | -11.9% |
| 7D | -28.4% | +3.5% | -31.9% | -29.5% |
| 30D | -50.2% | -9.3% | -40.9% | -48.1% |
| 3M | -55.3% | -32.1% | -23.2% | -47.6% |
| 6M | -71.9% | -19.8% | -52.1% | -69.9% |
| YTD | -73.2% | -13.2% | -60.1% | -72.4% |
| 1Y | -84.2% | -7.8% | -76.3% | -84.2% |
| All | +86.2% | +89.8% | -3.5% | +64.0% |
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 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