+86.2%
OKLO vs TOST
+99.4%
-13.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -0.6% | -12.6% | -12.9% |
| 7D | -28.4% | +11.6% | -40.0% | -32.2% |
| 30D | -50.2% | +16.2% | -66.4% | -53.7% |
| 3M | -55.3% | +1.0% | -56.4% | -56.1% |
| 6M | -71.9% | +23.2% | -95.1% | -75.6% |
| YTD | -73.2% | -1.0% | -72.3% | -74.2% |
| 1Y | -84.2% | -9.9% | -74.3% | -83.9% |
| All | +86.2% | +99.4% | -13.2% | +65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling