+286.6%
OKLO vs TLN
+583.6%
-297.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.8% | -0.2% | +0.2% |
| 7D | +2.8% | +7.1% | -4.2% | -3.3% |
| 30D | -4.0% | -3.9% | -0.1% | -0.7% |
| 3M | -36.9% | -16.2% | -20.7% | -27.4% |
| 6M | -37.1% | -5.8% | -31.3% | -34.8% |
| YTD | -42.5% | -15.4% | -27.1% | -36.7% |
| 1Y | -40.7% | -16.7% | -24.0% | -32.8% |
| 3Y | +299.1% | +473.8% | -174.6% | +90.7% |
| All | +286.6% | +583.6% | -297.0% | +86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling