+270.7%
OKLO vs TROW
-39.3%
+310.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.2% | -8.0% | -8.7% |
| 7D | -12.2% | -3.2% | -9.1% | -11.1% |
| 30D | -19.7% | -4.6% | -15.1% | -18.1% |
| 3M | -37.4% | -0.7% | -36.7% | -37.1% |
| 6M | -42.3% | +22.2% | -64.5% | -45.8% |
| YTD | -49.5% | +6.6% | -56.2% | -50.3% |
| 1Y | -54.7% | +5.8% | -60.5% | -55.2% |
| 3Y | +249.6% | +11.6% | +238.0% | +238.9% |
| All | +270.7% | -39.3% | +310.1% | +266.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling