-14.3%
TEAM vs OKLO
+130.2%
-144.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.4% |
| 7D | -2.4% | +1.6% | -4.0% | -2.5% |
| 30D | -26.7% | -17.6% | -9.1% | -26.0% |
| 3M | -9.6% | -48.5% | +38.9% | -6.4% |
| 6M | +86.0% | -65.7% | +151.7% | +96.2% |
| YTD | -7.5% | -66.7% | +59.2% | -3.5% |
| 1Y | -1.4% | -76.5% | +75.1% | +4.9% |
| 3Y | -14.3% | +132.5% | -146.8% | -39.2% |
| All | -14.3% | +130.2% | -144.5% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 OKLO 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