+262.9%
OKLO vs TECK
+223.9%
+39.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.8% | -10.0% | -9.5% |
| 7D | -12.2% | -3.8% | -8.4% | -10.8% |
| 30D | -19.7% | +0.7% | -20.5% | -19.9% |
| 3M | -37.4% | +4.6% | -42.0% | -38.4% |
| 6M | -42.3% | +25.1% | -67.4% | -45.6% |
| YTD | -49.5% | +39.2% | -88.7% | -53.6% |
| 1Y | -54.7% | +60.3% | -115.0% | -59.9% |
| 3Y | +249.6% | +62.9% | +186.7% | +210.6% |
| 5Y | +268.1% | +181.5% | +86.6% | +220.9% |
| All | +262.9% | +223.9% | +39.0% | +214.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling