+262.9%
OKLO vs TTWO
+25.7%
+237.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.7% | -8.5% | -8.9% |
| 7D | -12.2% | +0.4% | -12.6% | -12.4% |
| 30D | -19.7% | -11.3% | -8.4% | -16.6% |
| 3M | -37.4% | +1.6% | -39.0% | -38.1% |
| 6M | -42.3% | +2.1% | -44.4% | -43.4% |
| YTD | -49.5% | -15.8% | -33.7% | -47.2% |
| 1Y | -54.7% | -12.6% | -42.1% | -53.2% |
| 3Y | +249.6% | +48.2% | +201.4% | +236.8% |
| 5Y | +268.1% | +40.0% | +228.1% | +251.6% |
| All | +262.9% | +25.7% | +237.2% | +246.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling