-54.7%
OKLO vs TNA
+52.8%
-107.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.1% | -10.3% | -10.3% |
| 7D | -12.2% | -7.3% | -5.0% | -5.3% |
| 30D | -19.7% | -14.2% | -5.6% | -6.0% |
| 3M | -37.4% | -4.6% | -32.8% | -34.1% |
| 6M | -42.3% | +36.9% | -79.2% | -56.3% |
| YTD | -49.5% | +42.5% | -92.1% | -62.9% |
| 1Y | -54.7% | +45.8% | -100.5% | -66.1% |
| All | -54.7% | +52.8% | -107.5% | -66.1% |
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