-80.3%
OKLO vs TROW
+17.3%
-97.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.0% | -11.8% | -13.2% |
| 7D | -18.4% | +8.2% | -26.7% | -27.2% |
| 30D | -38.5% | +8.3% | -46.8% | -45.1% |
| 3M | -48.9% | -1.6% | -47.4% | -47.7% |
| 6M | -67.8% | +11.9% | -79.6% | -73.4% |
| YTD | -69.2% | +14.3% | -83.5% | -76.8% |
| 1Y | -80.3% | +17.0% | -97.3% | -85.7% |
| All | -80.3% | +17.3% | -97.6% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 1y: compounded portfolio wealth divided by compounded TROW 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…
1y analysis · Full analysis span regression · 6 months rolling