-40.7%
OKLO vs TNA
+70.0%
-110.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +2.8% |
| 7D | +2.8% | -0.1% | +2.9% | +2.9% |
| 30D | -4.0% | -4.9% | +0.9% | +1.8% |
| 3M | -36.9% | +0.4% | -37.3% | -36.8% |
| 6M | -37.1% | +32.5% | -69.7% | -51.0% |
| YTD | -42.5% | +53.7% | -96.2% | -60.8% |
| 1Y | -40.7% | +65.1% | -105.8% | -59.9% |
| All | -40.7% | +70.0% | -110.7% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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