+299.6%
OKLO vs TECH
-35.3%
+334.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.2% | -6.1% | -6.3% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | -15.2% | 0.0% | -15.2% | -15.2% |
| 3M | -26.2% | +37.4% | -63.6% | -29.8% |
| 6M | -35.0% | +36.9% | -71.9% | -39.1% |
| YTD | -44.4% | +23.1% | -67.5% | -46.9% |
| 1Y | -45.9% | +42.2% | -88.2% | -49.8% |
| 3Y | +284.9% | +1.9% | +283.0% | +270.7% |
| 5Y | +305.3% | -42.9% | +348.2% | +292.7% |
| All | +299.6% | -35.3% | +334.9% | +286.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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