+249.6%
OKLO vs TEVA
+280.8%
-31.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.0% | -11.2% | -9.7% |
| 7D | -12.2% | +2.0% | -14.2% | -12.7% |
| 30D | -19.7% | +1.0% | -20.7% | -19.9% |
| 3M | -37.4% | +7.3% | -44.7% | -38.7% |
| 6M | -42.3% | +21.7% | -64.0% | -45.7% |
| YTD | -49.5% | +18.8% | -68.4% | -52.1% |
| 1Y | -54.7% | +86.5% | -141.2% | -61.5% |
| 3Y | +249.6% | +269.4% | -19.8% | +159.1% |
| All | +249.6% | +280.8% | -31.2% | +159.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 3y: compounded portfolio wealth divided by compounded TEVA 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…
3y analysis · Full analysis span regression · 6 months rolling