+160.8%
OKLO vs TLN
+563.3%
-402.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +7.2% | +6.7% | +7.4% |
| 7D | +14.1% | +9.1% | +5.1% | +6.3% |
| 30D | -22.7% | -4.1% | -18.6% | -19.3% |
| 3M | -44.6% | +4.4% | -49.0% | -47.4% |
| 6M | -63.0% | -6.0% | -57.0% | -61.8% |
| YTD | -62.6% | -3.1% | -59.5% | -64.0% |
| 1Y | -76.2% | -6.1% | -70.1% | -76.2% |
| 3Y | +160.8% | +575.3% | -414.5% | +2.5% |
| All | +160.8% | +563.3% | -402.4% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling