+334.0%
OKLO vs TROW
-32.5%
+366.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.3% | +5.1% |
| 7D | +12.4% | +0.4% | +12.0% | +12.2% |
| 30D | -10.6% | -4.0% | -6.5% | -9.0% |
| 3M | -26.5% | +5.0% | -31.5% | -27.7% |
| 6M | -25.6% | +24.3% | -50.0% | -30.7% |
| YTD | -39.6% | +9.8% | -49.4% | -41.2% |
| 1Y | -38.8% | +6.4% | -45.2% | -39.7% |
| 3Y | +318.1% | +15.8% | +302.3% | +300.5% |
| 5Y | +339.7% | -37.3% | +377.0% | +333.0% |
| All | +334.0% | -32.5% | +366.5% | +321.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling