+326.6%
OKLO vs TXT
+20.6%
+306.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | +7.7% | +0.8% | +6.9% | +7.5% |
| 30D | -4.3% | -10.4% | +6.1% | -1.6% |
| 3M | -24.6% | -14.3% | -10.3% | -21.6% |
| 6M | -31.1% | -15.1% | -16.0% | -28.1% |
| YTD | -40.7% | -8.3% | -32.4% | -39.0% |
| 1Y | -42.4% | -0.7% | -41.7% | -41.6% |
| 3Y | +310.9% | +6.0% | +304.9% | +308.8% |
| 5Y | +332.6% | +12.5% | +320.1% | +329.9% |
| All | +326.6% | +20.6% | +306.0% | +319.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling