+313.5%
OKLO vs TECK
+236.9%
+76.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.4% |
| 7D | +2.8% | -0.3% | +3.2% | +3.0% |
| 30D | -4.0% | +4.6% | -8.6% | -5.7% |
| 3M | -36.9% | +2.8% | -39.7% | -37.5% |
| 6M | -37.1% | +24.9% | -62.0% | -40.9% |
| YTD | -42.5% | +44.7% | -87.2% | -48.0% |
| 1Y | -40.7% | +112.0% | -152.7% | -51.4% |
| 3Y | +299.1% | +67.6% | +231.5% | +248.8% |
| 5Y | +317.3% | +200.3% | +116.9% | +257.4% |
| All | +313.5% | +236.9% | +76.6% | +252.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling