+284.9%
OKLO vs TSCO
-18.6%
+303.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.4% | -4.9% | -6.0% |
| 7D | +0.1% | -3.1% | +3.2% | +0.8% |
| 30D | -15.2% | -4.4% | -10.8% | -14.4% |
| 3M | -26.2% | +9.7% | -35.9% | -27.7% |
| 6M | -35.0% | -32.4% | -2.6% | -28.2% |
| YTD | -44.4% | -31.7% | -12.8% | -39.0% |
| 1Y | -45.9% | -41.3% | -4.7% | -38.3% |
| All | +284.9% | -18.6% | +303.5% | +322.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling