-54.7%
OKLO vs TECK
+66.9%
-121.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.8% | -10.0% | -10.0% |
| 7D | -12.2% | -3.8% | -8.4% | -8.8% |
| 30D | -19.7% | +0.7% | -20.5% | -20.5% |
| 3M | -37.4% | +4.6% | -42.0% | -40.8% |
| 6M | -42.3% | +25.1% | -67.4% | -52.2% |
| YTD | -49.5% | +39.2% | -88.7% | -61.2% |
| 1Y | -54.7% | +60.3% | -115.0% | -67.0% |
| All | -54.7% | +66.9% | -121.6% | -67.0% |
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