+145.0%
OKLO vs TT
+142.3%
+2.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.3% |
| 7D | +27.3% | +8.1% | +19.3% | +22.4% |
| 30D | -23.1% | -11.3% | -11.8% | -17.6% |
| 3M | -45.8% | -11.2% | -34.6% | -42.1% |
| 6M | -66.8% | -8.9% | -57.9% | -65.0% |
| YTD | -65.9% | +9.7% | -75.7% | -67.0% |
| 1Y | -78.0% | +1.3% | -79.3% | -77.8% |
| 3Y | +137.4% | +93.4% | +44.0% | +126.2% |
| 5Y | +148.2% | +133.5% | +14.7% | +136.4% |
| All | +145.0% | +142.3% | +2.7% | +133.2% |
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