+262.9%
OKLO vs TRGP
+663.0%
-400.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.6% | -8.6% | -9.1% |
| 7D | -12.2% | +0.1% | -12.3% | -12.2% |
| 30D | -19.7% | +8.0% | -27.8% | -20.9% |
| 3M | -37.4% | +8.3% | -45.7% | -38.7% |
| 6M | -42.3% | +23.9% | -66.2% | -45.7% |
| YTD | -49.5% | +59.6% | -109.2% | -55.5% |
| 1Y | -54.7% | +79.4% | -134.1% | -61.7% |
| 3Y | +249.6% | +269.4% | -19.8% | +202.1% |
| 5Y | +268.1% | +641.6% | -373.6% | +211.6% |
| All | +262.9% | +663.0% | -400.1% | +207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling