+310.9%
OKLO vs TXG
+41.0%
+269.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.5% |
| 7D | +7.7% | +9.1% | -1.4% | +4.7% |
| 30D | -4.3% | +14.9% | -19.2% | -8.4% |
| 3M | -24.6% | +120.0% | -144.6% | -41.5% |
| 6M | -31.1% | +221.8% | -252.9% | -52.7% |
| YTD | -40.7% | +312.6% | -353.2% | -62.2% |
| 1Y | -42.4% | +398.4% | -440.9% | -65.6% |
| All | +310.9% | +41.0% | +269.9% | +159.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling