+262.9%
OKLO vs TXG
-62.2%
+325.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.3% | -12.5% | -9.8% |
| 7D | -12.2% | +9.5% | -21.7% | -13.7% |
| 30D | -19.7% | +18.8% | -38.5% | -22.2% |
| 3M | -37.4% | +136.1% | -173.5% | -46.2% |
| 6M | -42.3% | +235.2% | -277.5% | -53.2% |
| YTD | -49.5% | +320.5% | -370.1% | -60.4% |
| 1Y | -54.7% | +425.2% | -479.9% | -65.6% |
| 3Y | +249.6% | +42.9% | +206.7% | +164.8% |
| 5Y | +268.1% | -62.8% | +330.9% | +175.2% |
| All | +262.9% | -62.2% | +325.2% | +171.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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