+284.9%
OKLO vs TROW
+12.7%
+272.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.2% | -6.1% | -6.2% |
| 7D | +0.1% | -3.0% | +3.1% | +2.9% |
| 30D | -15.2% | -5.5% | -9.7% | -10.6% |
| 3M | -26.2% | +2.3% | -28.4% | -27.8% |
| 6M | -35.0% | +23.9% | -58.9% | -45.5% |
| YTD | -44.4% | +7.9% | -52.3% | -47.6% |
| 1Y | -45.9% | +6.1% | -52.1% | -48.1% |
| All | +284.9% | +12.7% | +272.3% | +248.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling