+305.3%
OKLO vs TXG
-64.0%
+369.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.4% | -5.0% | -6.1% |
| 7D | +0.1% | +5.0% | -4.9% | -0.8% |
| 30D | -15.2% | +13.5% | -28.7% | -17.0% |
| 3M | -26.2% | +128.0% | -154.2% | -36.2% |
| 6M | -35.0% | +224.4% | -259.5% | -47.1% |
| YTD | -44.4% | +307.0% | -351.4% | -56.3% |
| 1Y | -45.9% | +427.2% | -473.2% | -59.0% |
| 3Y | +284.9% | +40.2% | +244.8% | +192.3% |
| 5Y | +305.3% | -64.0% | +369.3% | +203.6% |
| All | +305.3% | -64.0% | +369.3% | +203.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling