+139.6%
OKLO vs TOST
-46.9%
+186.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -1.4% | +24.0% | +22.9% |
| 7D | -6.7% | +9.4% | -16.2% | -8.4% |
| 30D | -36.0% | +13.5% | -49.5% | -37.6% |
| 3M | -44.2% | -0.1% | -44.0% | -44.4% |
| 6M | -70.4% | +22.5% | -92.9% | -71.8% |
| YTD | -67.2% | -2.4% | -64.8% | -67.6% |
| 1Y | -77.9% | -4.7% | -73.2% | -78.1% |
| 3Y | +128.4% | +103.2% | +25.2% | +124.3% |
| 5Y | +139.1% | -41.2% | +180.3% | +134.4% |
| All | +139.6% | -46.9% | +186.4% | +136.5% |
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