-40.7%
OKLO vs TTWO
-10.0%
-30.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.5% |
| 7D | +2.8% | -8.8% | +11.6% | +7.3% |
| 30D | -4.0% | -8.6% | +4.6% | -0.3% |
| 3M | -36.9% | -0.9% | -36.0% | -37.4% |
| 6M | -37.1% | -0.5% | -36.6% | -39.2% |
| YTD | -42.5% | -16.1% | -26.3% | -39.6% |
| 1Y | -40.7% | -10.8% | -29.9% | -36.7% |
| All | -40.7% | -10.0% | -30.7% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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