+97.2%
TJX vs OKLO
+267.3%
-170.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.2% | +8.9% | -0.3% |
| 7D | -4.6% | -12.2% | +7.6% | -4.5% |
| 30D | -17.2% | -19.7% | +2.6% | -17.1% |
| 3M | -24.9% | -37.4% | +12.5% | -24.7% |
| 6M | -19.7% | -42.3% | +22.6% | -19.5% |
| YTD | -17.2% | -49.5% | +32.3% | -17.1% |
| 1Y | -9.4% | -54.7% | +45.3% | -9.4% |
| 3Y | +43.1% | +249.6% | -206.5% | +35.9% |
| All | +97.2% | +267.3% | -170.1% | +79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling