-80.3%
OKLO vs TTWO
-18.4%
-61.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +7.1% | -13.0% | -8.3% |
| 7D | -18.4% | +7.0% | -25.4% | -20.5% |
| 30D | -38.5% | +2.7% | -41.2% | -39.1% |
| 3M | -48.9% | -13.0% | -35.9% | -46.2% |
| 6M | -67.8% | -7.2% | -60.5% | -67.3% |
| YTD | -69.2% | -18.4% | -50.8% | -69.2% |
| 1Y | -80.3% | -17.2% | -63.0% | -80.6% |
| All | -80.3% | -18.4% | -61.9% | -80.6% |
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