+326.6%
OKLO vs TDG
+110.2%
+216.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.3% |
| 7D | +7.7% | -2.4% | +10.2% | +8.3% |
| 30D | -4.3% | -8.0% | +3.7% | -2.4% |
| 3M | -24.6% | -10.5% | -14.2% | -22.6% |
| 6M | -31.1% | -11.9% | -19.2% | -29.1% |
| YTD | -40.7% | -15.4% | -25.3% | -38.8% |
| 1Y | -42.4% | -14.2% | -28.2% | -40.7% |
| 3Y | +310.9% | +51.0% | +259.9% | +308.4% |
| 5Y | +332.6% | +126.5% | +206.2% | +323.5% |
| All | +326.6% | +110.2% | +216.4% | +320.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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