+305.7%
OKLO vs TLN
+602.5%
-296.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.8% | +2.2% | +2.4% |
| 7D | +12.4% | +10.9% | +1.5% | +2.4% |
| 30D | -10.6% | -6.3% | -4.2% | -5.4% |
| 3M | -26.5% | -10.7% | -15.8% | -20.4% |
| 6M | -25.6% | +1.6% | -27.3% | -28.1% |
| YTD | -39.6% | -13.1% | -26.6% | -35.2% |
| 1Y | -38.8% | -15.1% | -23.7% | -31.7% |
| 3Y | +318.1% | +495.0% | -177.0% | +95.0% |
| All | +305.7% | +602.5% | -296.8% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling