+143.3%
OKLO vs TOST
-46.9%
+190.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.6% | -2.8% |
| 7D | +1.6% | 0.0% | +1.5% | +1.6% |
| 30D | -17.6% | +16.2% | -33.8% | -20.0% |
| 3M | -48.5% | -1.5% | -47.0% | -48.6% |
| 6M | -65.7% | +55.3% | -121.0% | -68.6% |
| YTD | -66.7% | -2.3% | -64.3% | -67.1% |
| 1Y | -76.5% | -5.5% | -70.9% | -76.6% |
| 3Y | +132.5% | +151.1% | -18.7% | +128.1% |
| 5Y | +142.8% | -27.9% | +170.8% | +138.6% |
| All | +143.3% | -46.9% | +190.2% | +140.2% |
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