+145.0%
OKLO vs TXT
+27.3%
+117.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.9% | -3.6% | -5.0% |
| 7D | +27.3% | -1.1% | +28.4% | +27.6% |
| 30D | -23.1% | +13.3% | -36.3% | -25.6% |
| 3M | -45.8% | -5.1% | -40.7% | -45.2% |
| 6M | -66.8% | -7.1% | -59.7% | -66.2% |
| YTD | -65.9% | -3.2% | -62.7% | -65.5% |
| 1Y | -78.0% | +2.3% | -80.3% | -78.0% |
| 3Y | +137.4% | +11.1% | +126.3% | +132.3% |
| 5Y | +148.2% | +10.0% | +138.2% | +143.3% |
| All | +145.0% | +27.3% | +117.7% | +137.2% |
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