-54.7%
OKLO vs TSCO
-42.3%
-12.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.5% | -7.7% | -9.0% |
| 7D | -12.2% | -5.7% | -6.6% | -11.7% |
| 30D | -19.7% | -8.8% | -11.0% | -19.0% |
| 3M | -37.4% | +6.3% | -43.7% | -37.6% |
| 6M | -42.3% | -32.3% | -10.0% | -37.0% |
| YTD | -49.5% | -32.7% | -16.8% | -45.2% |
| 1Y | -54.7% | -43.7% | -11.0% | -44.1% |
| All | -54.7% | -42.3% | -12.5% | -44.1% |
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