-76.5%
OKLO vs TLN
+1.6%
-78.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | 0.0% |
| 7D | +1.6% | +11.0% | -9.5% | -6.3% |
| 30D | -17.6% | +4.9% | -22.5% | -20.7% |
| 3M | -48.5% | +4.9% | -53.4% | -50.9% |
| 6M | -65.7% | +7.1% | -72.8% | -68.3% |
| YTD | -66.7% | +0.3% | -67.0% | -69.6% |
| 1Y | -76.5% | +5.9% | -82.4% | -79.8% |
| All | -76.5% | +1.6% | -78.1% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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