+313.5%
OKLO vs TXT
+19.3%
+294.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.7% |
| 7D | +2.8% | -4.8% | +7.6% | +4.1% |
| 30D | -4.0% | -10.6% | +6.6% | -1.2% |
| 3M | -36.9% | -13.2% | -23.7% | -34.5% |
| 6M | -37.1% | -20.3% | -16.8% | -33.6% |
| YTD | -42.5% | -9.3% | -33.2% | -40.7% |
| 1Y | -40.7% | -2.7% | -38.0% | -39.6% |
| 3Y | +299.1% | +1.4% | +297.8% | +298.3% |
| 5Y | +317.3% | +9.6% | +307.7% | +316.2% |
| All | +313.5% | +19.3% | +294.2% | +308.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling