+249.6%
OKLO vs TDY
+46.9%
+202.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.2% | -10.4% | -10.4% |
| 7D | -12.2% | -1.1% | -11.1% | -11.4% |
| 30D | -19.7% | -12.0% | -7.7% | -9.3% |
| 3M | -37.4% | -3.2% | -34.2% | -35.7% |
| 6M | -42.3% | -7.9% | -34.4% | -37.0% |
| YTD | -49.5% | +18.2% | -67.7% | -54.5% |
| 1Y | -54.7% | +6.7% | -61.4% | -55.7% |
| 3Y | +249.6% | +47.5% | +202.1% | +212.9% |
| All | +249.6% | +46.9% | +202.7% | +212.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 3y: compounded portfolio wealth divided by compounded TDY 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…
3y analysis · Full analysis span regression · 6 months rolling