+25.4%
TMO vs OKLO
-81.5%
+106.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.8% | +7.0% | +1.4% |
| 7D | +0.3% | -18.4% | +18.7% | +1.1% |
| 30D | +4.3% | -38.5% | +42.8% | +6.1% |
| 3M | +25.1% | -48.9% | +74.1% | +27.9% |
| 6M | +52.9% | -67.8% | +120.7% | +58.9% |
| YTD | +22.2% | -69.2% | +91.4% | +26.2% |
| 1Y | +25.4% | -80.3% | +105.7% | +30.2% |
| All | +25.4% | -81.5% | +106.8% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling