+95.3%
OKLO vs TOST
-46.1%
+141.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -0.6% | -12.6% | -13.1% |
| 7D | -28.4% | +11.6% | -40.0% | -29.9% |
| 30D | -50.2% | +16.2% | -66.4% | -51.6% |
| 3M | -55.3% | +1.0% | -56.4% | -55.6% |
| 6M | -71.9% | +23.2% | -95.1% | -73.3% |
| YTD | -73.2% | -1.0% | -72.3% | -73.6% |
| 1Y | -84.2% | -9.9% | -74.3% | -84.1% |
| 3Y | +86.4% | +101.0% | -14.6% | +82.7% |
| 5Y | +94.9% | -40.4% | +135.3% | +90.7% |
| All | +95.3% | -46.1% | +141.4% | +92.4% |
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