+319.8%
OKLO vs TOST
-48.0%
+367.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | +2.8% | -3.4% | +6.2% | +3.4% |
| 30D | -4.0% | -2.4% | -1.6% | -3.7% |
| 3M | -36.9% | +34.6% | -71.5% | -40.4% |
| 6M | -37.1% | +15.2% | -52.3% | -39.4% |
| YTD | -42.5% | -4.4% | -38.1% | -42.8% |
| 1Y | -40.7% | -17.4% | -23.3% | -39.6% |
| 3Y | +299.1% | +54.5% | +244.7% | +294.9% |
| All | +319.8% | -48.0% | +367.8% | +317.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling