+155.2%
OKLO vs TOST
-47.1%
+202.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.8% | -6.4% |
| 7D | +6.8% | +3.0% | +3.9% | +6.2% |
| 30D | -27.7% | +10.3% | -37.9% | -29.0% |
| 3M | -43.6% | -3.3% | -40.3% | -43.5% |
| 6M | -65.4% | +37.8% | -103.2% | -67.6% |
| YTD | -65.0% | -2.8% | -62.2% | -65.5% |
| 1Y | -77.5% | -9.6% | -67.9% | -77.5% |
| 3Y | +143.6% | +144.6% | -1.1% | +139.3% |
| 5Y | +154.7% | -31.0% | +185.7% | +150.4% |
| All | +155.2% | -47.1% | +202.3% | +152.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 10y: compounded portfolio wealth divided by compounded TOST 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…
10y analysis · Full analysis span regression · 6 months rolling