+334.0%
OKLO vs TXG
-63.9%
+397.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.7% | +0.2% | +4.1% |
| 7D | +12.4% | +9.4% | +3.0% | +10.6% |
| 30D | -10.6% | +26.1% | -36.6% | -14.4% |
| 3M | -26.5% | +124.8% | -151.3% | -36.2% |
| 6M | -25.6% | +215.2% | -240.9% | -39.0% |
| YTD | -39.6% | +302.2% | -341.9% | -52.2% |
| 1Y | -38.8% | +370.9% | -409.7% | -52.7% |
| 3Y | +318.1% | +38.5% | +279.5% | +219.4% |
| 5Y | +339.7% | -64.4% | +404.1% | +231.7% |
| All | +334.0% | -63.9% | +397.9% | +227.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling