+249.6%
OKLO vs TKO
+102.7%
+146.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.4% | -9.5% | -9.3% |
| 7D | -12.2% | +2.3% | -14.5% | -13.2% |
| 30D | -19.7% | -2.5% | -17.3% | -18.8% |
| 3M | -37.4% | -10.6% | -26.8% | -34.3% |
| 6M | -42.3% | -5.1% | -37.2% | -41.5% |
| YTD | -49.5% | -8.2% | -41.3% | -48.4% |
| 1Y | -54.7% | -4.4% | -50.3% | -54.8% |
| 3Y | +249.6% | +100.4% | +149.2% | +183.5% |
| All | +249.6% | +102.7% | +146.9% | +183.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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