+270.7%
OKLO vs TNA
-23.3%
+294.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.1% | -10.3% | -9.5% |
| 7D | -12.2% | -7.3% | -5.0% | -10.0% |
| 30D | -19.7% | -14.2% | -5.6% | -15.4% |
| 3M | -37.4% | -4.6% | -32.8% | -36.0% |
| 6M | -42.3% | +36.9% | -79.2% | -46.3% |
| YTD | -49.5% | +42.5% | -92.1% | -53.1% |
| 1Y | -54.7% | +45.8% | -100.5% | -57.8% |
| 3Y | +249.6% | +104.7% | +145.0% | +210.3% |
| All | +270.7% | -23.3% | +294.0% | +228.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling