+332.6%
OKLO vs TECK
+199.3%
+133.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.8% |
| 7D | +7.7% | +4.9% | +2.8% | +5.6% |
| 30D | -4.3% | +5.2% | -9.5% | -6.3% |
| 3M | -24.6% | +13.8% | -38.4% | -28.4% |
| 6M | -31.1% | +38.5% | -69.6% | -37.7% |
| YTD | -40.7% | +47.3% | -88.0% | -47.0% |
| 1Y | -42.4% | +81.0% | -123.4% | -51.4% |
| 3Y | +310.9% | +79.9% | +231.0% | +254.4% |
| All | +332.6% | +199.3% | +133.3% | +269.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling