+262.9%
OKLO vs TE
-51.2%
+314.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.7% | -9.8% | -9.3% |
| 7D | -12.2% | +0.2% | -12.5% | -12.3% |
| 30D | -19.7% | -5.9% | -13.8% | -18.8% |
| 3M | -37.4% | -45.6% | +8.2% | -29.5% |
| 6M | -42.3% | -43.4% | +1.1% | -37.6% |
| YTD | -49.5% | -31.0% | -18.5% | -47.8% |
| 1Y | -54.7% | +145.2% | -199.9% | -65.1% |
| 3Y | +249.6% | -24.1% | +273.7% | +153.6% |
| 5Y | +268.1% | -48.1% | +316.2% | +166.6% |
| All | +262.9% | -51.2% | +314.1% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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