+326.6%
OKLO vs TT
+153.8%
+172.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | +7.7% | +1.4% | +6.3% | +6.9% |
| 30D | -4.3% | -6.7% | +2.3% | -0.7% |
| 3M | -24.6% | -5.4% | -19.2% | -22.4% |
| 6M | -31.1% | +4.4% | -35.5% | -31.9% |
| YTD | -40.7% | +14.9% | -55.6% | -44.2% |
| 1Y | -42.4% | +9.3% | -51.7% | -44.1% |
| 3Y | +310.9% | +121.7% | +189.2% | +280.7% |
| 5Y | +332.6% | +148.2% | +184.5% | +300.7% |
| All | +326.6% | +153.8% | +172.8% | +294.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling