-75.9%
OKLO vs TOST
-6.7%
-69.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.3% | +13.7% | +13.9% |
| 7D | +14.1% | +4.0% | +10.1% | +13.3% |
| 30D | -22.7% | +11.1% | -33.7% | -24.2% |
| 3M | -44.6% | +0.8% | -45.4% | -44.9% |
| 6M | -63.0% | +38.8% | -101.8% | -66.0% |
| YTD | -62.6% | -2.1% | -60.5% | -63.3% |
| All | -75.9% | -6.7% | -69.2% | -74.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling