+316.9%
OKLO vs TPR
+239.8%
+77.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +2.8% | -2.3% | +5.1% | +3.8% |
| 30D | -4.0% | -23.0% | +19.0% | +5.2% |
| 3M | -36.9% | -12.5% | -24.4% | -34.8% |
| 6M | -37.1% | -21.4% | -15.7% | -31.7% |
| YTD | -42.5% | -3.5% | -39.0% | -42.6% |
| 1Y | -40.7% | +17.4% | -58.1% | -44.6% |
| 3Y | +299.1% | +291.3% | +7.9% | +204.8% |
| All | +316.9% | +239.8% | +77.1% | +220.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 5y: compounded portfolio wealth divided by compounded TPR 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…
5y analysis · Full analysis span regression · 6 months rolling