+262.9%
OKLO vs TEVA
+302.7%
-39.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.0% | -11.2% | -9.5% |
| 7D | -12.2% | +2.0% | -14.2% | -12.5% |
| 30D | -19.7% | +1.0% | -20.7% | -19.8% |
| 3M | -37.4% | +7.3% | -44.7% | -38.1% |
| 6M | -42.3% | +21.7% | -64.0% | -44.1% |
| YTD | -49.5% | +18.8% | -68.4% | -50.9% |
| 1Y | -54.7% | +86.5% | -141.2% | -58.4% |
| 3Y | +249.6% | +269.4% | -19.8% | +207.0% |
| 5Y | +268.1% | +303.6% | -35.5% | +222.6% |
| All | +262.9% | +302.7% | -39.8% | +218.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling