+138.4%
OKLO vs TPR
+253.5%
-115.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -1.0% | +23.7% | +23.0% |
| 7D | -6.7% | +14.2% | -20.9% | -12.2% |
| 30D | -36.0% | +17.1% | -53.1% | -40.5% |
| 3M | -44.2% | -17.7% | -26.5% | -41.0% |
| 6M | -70.4% | -10.2% | -60.2% | -70.0% |
| YTD | -67.2% | +4.9% | -72.1% | -68.8% |
| 1Y | -77.9% | +36.1% | -114.1% | -81.1% |
| 3Y | +128.4% | +416.5% | -288.0% | +64.5% |
| All | +138.4% | +253.5% | -115.2% | +72.7% |
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