-80.3%
OKLO vs TGT
+86.7%
-167.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.6% | -11.5% | -6.2% |
| 7D | -18.4% | +9.5% | -27.9% | -19.1% |
| 30D | -38.5% | +6.6% | -45.1% | -38.8% |
| 3M | -48.9% | +11.0% | -59.9% | -49.8% |
| 6M | -67.8% | +29.9% | -97.6% | -69.3% |
| YTD | -69.2% | +71.4% | -140.6% | -75.3% |
| 1Y | -80.3% | +88.6% | -168.9% | -85.9% |
| All | -80.3% | +86.7% | -167.0% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 1y: compounded portfolio wealth divided by compounded TGT 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…
1y analysis · Full analysis span regression · 6 months rolling