+128.4%
OKLO vs TYL
+2.6%
+125.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -2.3% | +24.9% | +22.5% |
| 7D | -6.7% | +6.7% | -13.4% | -6.5% |
| 30D | -36.0% | +26.5% | -62.6% | -35.7% |
| 3M | -44.2% | +37.3% | -81.5% | -44.2% |
| 6M | -70.4% | +31.2% | -101.6% | -70.4% |
| YTD | -67.2% | -7.4% | -59.8% | -64.4% |
| 1Y | -77.9% | -9.6% | -68.4% | -76.0% |
| 3Y | +128.4% | +1.9% | +126.5% | +173.5% |
| All | +128.4% | +2.6% | +125.8% | +173.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 3y: compounded portfolio wealth divided by compounded TYL 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…
3y analysis · Full analysis span regression · 6 months rolling