-42.4%
OKLO vs TXT
-3.0%
-39.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -2.0% |
| 7D | +7.7% | +0.8% | +6.9% | +7.1% |
| 30D | -4.3% | -10.4% | +6.1% | +3.8% |
| 3M | -24.6% | -14.3% | -10.3% | -15.4% |
| 6M | -31.1% | -15.1% | -16.0% | -23.3% |
| YTD | -40.7% | -8.3% | -32.4% | -37.7% |
| 1Y | -42.4% | -0.7% | -41.7% | -46.6% |
| All | -42.4% | -3.0% | -39.4% | -46.6% |
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