+121.6%
OKLO vs BURL
-19.3%
+140.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +7.7% | -13.5% | -7.4% |
| 7D | -18.4% | +10.4% | -28.8% | -20.2% |
| 30D | -38.5% | -4.9% | -33.6% | -37.9% |
| 3M | -48.9% | -29.8% | -19.2% | -45.4% |
| 6M | -67.8% | -16.5% | -51.3% | -66.9% |
| YTD | -69.2% | -10.5% | -58.6% | -68.8% |
| 1Y | -80.3% | -5.3% | -75.0% | -80.3% |
| 3Y | +114.8% | +95.1% | +19.7% | +108.5% |
| 5Y | +125.3% | -12.1% | +137.3% | +119.6% |
| All | +121.6% | -19.3% | +140.9% | +116.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling