+172.5%
OKLO vs BURL
-12.4%
+184.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +4.2% | +9.8% | +13.0% |
| 7D | +14.1% | +7.7% | +6.4% | +12.2% |
| 30D | -22.7% | -7.1% | -15.5% | -21.4% |
| 3M | -44.6% | -30.3% | -14.3% | -40.4% |
| 6M | -63.0% | -15.5% | -47.4% | -62.1% |
| YTD | -62.6% | -11.0% | -51.6% | -62.0% |
| 1Y | -76.2% | -8.4% | -67.7% | -76.0% |
| 3Y | +160.8% | +96.7% | +64.2% | +153.1% |
| 5Y | +172.5% | -14.1% | +186.5% | +168.5% |
| All | +172.5% | -12.4% | +184.8% | +168.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling