-35.0%
TLT vs OKLO
+298.8%
-333.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.3% | +5.2% | -1.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -1.3% | -15.2% | +13.8% | -1.3% |
| 3M | -3.7% | -26.2% | +22.4% | -3.7% |
| 6M | -6.4% | -35.0% | +28.7% | -6.3% |
| YTD | -4.5% | -44.4% | +40.0% | -4.4% |
| 1Y | -5.9% | -45.9% | +40.1% | -5.8% |
| 3Y | -2.8% | +284.9% | -287.7% | -3.6% |
| 5Y | -35.1% | +305.3% | -340.4% | -35.5% |
| All | -35.0% | +298.8% | -333.8% | -36.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling