+262.9%
OKLO vs TGT
-25.5%
+288.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.1% | -9.2% | -9.2% |
| 7D | -12.2% | -5.2% | -7.0% | -11.8% |
| 30D | -19.7% | +1.2% | -20.9% | -19.9% |
| 3M | -37.4% | +18.4% | -55.8% | -38.6% |
| 6M | -42.3% | +33.4% | -75.7% | -44.2% |
| YTD | -49.5% | +63.8% | -113.3% | -52.3% |
| 1Y | -54.7% | +77.2% | -131.9% | -57.6% |
| 3Y | +249.6% | +41.8% | +207.8% | +234.4% |
| 5Y | +268.1% | -25.5% | +293.6% | +253.9% |
| All | +262.9% | -25.5% | +288.4% | +249.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling