+334.0%
OKLO vs TNA
-15.9%
+349.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.2% | +5.4% |
| 7D | +12.4% | +4.1% | +8.3% | +10.9% |
| 30D | -10.6% | -7.6% | -2.9% | -8.0% |
| 3M | -26.5% | +8.1% | -34.6% | -27.8% |
| 6M | -25.6% | +49.0% | -74.7% | -32.5% |
| YTD | -39.6% | +51.7% | -91.4% | -45.0% |
| 1Y | -38.8% | +59.6% | -98.4% | -44.4% |
| 3Y | +318.1% | +118.9% | +199.2% | +264.5% |
| 5Y | +339.7% | -19.2% | +358.9% | +284.4% |
| All | +334.0% | -15.9% | +349.8% | +279.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling