+326.6%
OKLO vs TSCO
+0.6%
+325.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +1.9% | -1.3% |
| 7D | +7.7% | -2.5% | +10.2% | +8.0% |
| 30D | -4.3% | -1.1% | -3.2% | -4.2% |
| 3M | -24.6% | +14.3% | -38.9% | -25.9% |
| 6M | -31.1% | -31.9% | +0.8% | -27.5% |
| YTD | -40.7% | -30.7% | -10.0% | -37.8% |
| 1Y | -42.4% | -41.1% | -1.4% | -38.5% |
| 3Y | +310.9% | -17.1% | +328.0% | +330.8% |
| 5Y | +332.6% | -7.5% | +340.2% | +348.1% |
| All | +326.6% | +0.6% | +325.9% | +337.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling