-80.3%
OKLO vs TXT
+9.2%
-89.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.3% | -4.6% | -5.2% |
| 7D | -18.4% | +10.6% | -29.1% | -23.4% |
| 30D | -38.5% | +14.4% | -52.9% | -43.6% |
| 3M | -48.9% | -2.7% | -46.2% | -47.2% |
| 6M | -67.8% | -4.7% | -63.1% | -66.1% |
| YTD | -69.2% | -0.5% | -68.6% | -70.3% |
| 1Y | -80.3% | +8.7% | -89.0% | -84.3% |
| All | -80.3% | +9.2% | -89.5% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling