+172.5%
OKLO vs TAP
+2.3%
+170.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.2% | +15.2% | +13.7% |
| 7D | +14.1% | -7.8% | +21.9% | +12.3% |
| 30D | -22.7% | +7.1% | -29.8% | -21.3% |
| 3M | -44.6% | -7.0% | -37.5% | -44.9% |
| 6M | -63.0% | -3.8% | -59.2% | -62.7% |
| YTD | -62.6% | -11.7% | -50.9% | -62.8% |
| 1Y | -76.2% | -10.1% | -66.1% | -76.3% |
| 3Y | +160.8% | -23.7% | +184.5% | +158.8% |
| 5Y | +172.5% | +2.9% | +169.6% | +166.1% |
| All | +172.5% | +2.3% | +170.2% | +166.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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