+334.0%
OKLO vs TEL
+65.8%
+268.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.7% | +5.9% |
| 7D | +12.4% | -1.4% | +13.9% | +13.1% |
| 30D | -10.6% | -4.9% | -5.7% | -8.1% |
| 3M | -26.5% | +0.1% | -26.6% | -26.7% |
| 6M | -25.6% | +0.4% | -26.0% | -26.3% |
| YTD | -39.6% | -8.9% | -30.7% | -37.3% |
| 1Y | -38.8% | -0.3% | -38.4% | -37.8% |
| 3Y | +318.1% | +67.6% | +250.4% | +266.2% |
| 5Y | +339.7% | +50.7% | +289.0% | +286.5% |
| All | +334.0% | +65.8% | +268.2% | +277.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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