+151.4%
OKLO vs TXT
+31.1%
+120.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.7% | -8.2% | -6.9% |
| 7D | +6.8% | -1.1% | +7.9% | +7.1% |
| 30D | -27.7% | +17.1% | -44.8% | -30.7% |
| 3M | -43.6% | -2.6% | -41.0% | -43.4% |
| 6M | -65.4% | -4.6% | -60.8% | -65.0% |
| YTD | -65.0% | -0.3% | -64.7% | -64.9% |
| 1Y | -77.5% | +5.9% | -83.4% | -77.7% |
| 3Y | +143.6% | +14.4% | +129.2% | +136.7% |
| 5Y | +154.7% | +15.9% | +138.9% | +147.7% |
| All | +151.4% | +31.1% | +120.3% | +141.7% |
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