-80.3%
OKLO vs TECK
+59.3%
-139.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.3% | -10.1% | -10.2% |
| 7D | -18.4% | +2.3% | -20.7% | -20.9% |
| 30D | -38.5% | -5.0% | -33.5% | -35.6% |
| 3M | -48.9% | -0.3% | -48.7% | -49.6% |
| 6M | -67.8% | +13.9% | -81.6% | -72.3% |
| YTD | -69.2% | +35.2% | -104.4% | -77.5% |
| 1Y | -80.3% | +57.5% | -137.8% | -88.0% |
| All | -80.3% | +59.3% | -139.6% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 1y: compounded portfolio wealth divided by compounded TECK 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…
1y analysis · Full analysis span regression · 6 months rolling