-80.3%
OKLO vs TSCO
-28.6%
-51.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.2% | -10.0% | -6.1% |
| 7D | -18.4% | +15.7% | -34.2% | -19.6% |
| 30D | -38.5% | +16.4% | -54.9% | -39.4% |
| 3M | -48.9% | +11.2% | -60.2% | -49.4% |
| 6M | -67.8% | +14.9% | -82.7% | -67.8% |
| YTD | -69.2% | -25.4% | -43.8% | -67.4% |
| 1Y | -80.3% | -29.4% | -50.9% | -79.0% |
| All | -80.3% | -28.6% | -51.7% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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