+334.0%
OKLO vs TGT
-22.2%
+356.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +5.0% |
| 7D | +12.4% | -0.6% | +13.0% | +12.5% |
| 30D | -10.6% | +9.5% | -20.1% | -11.4% |
| 3M | -26.5% | +32.3% | -58.8% | -28.7% |
| 6M | -25.6% | +37.0% | -62.7% | -28.3% |
| YTD | -39.6% | +71.0% | -110.7% | -43.2% |
| 1Y | -38.8% | +85.0% | -123.8% | -42.9% |
| 3Y | +318.1% | +46.8% | +271.2% | +298.4% |
| 5Y | +339.7% | -22.7% | +362.4% | +321.1% |
| All | +334.0% | -22.2% | +356.2% | +316.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling