+139.7%
OKLO vs TD
+122.1%
+17.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.2% |
| 7D | +1.6% | +1.1% | +0.5% | +1.1% |
| 30D | -17.6% | +5.2% | -22.8% | -19.3% |
| 3M | -48.5% | +1.2% | -49.7% | -48.7% |
| 6M | -65.7% | +17.7% | -83.4% | -67.8% |
| YTD | -66.7% | +34.2% | -100.9% | -69.9% |
| 1Y | -76.5% | +55.4% | -131.9% | -79.6% |
| 3Y | +132.5% | +130.4% | +2.1% | +83.8% |
| 5Y | +142.8% | +101.8% | +41.0% | +93.0% |
| All | +139.7% | +122.1% | +17.6% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling