+19.6%
TMO vs OKLO
+249.6%
-230.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -9.2% | +10.3% | +1.3% |
| 7D | -0.6% | -12.2% | +11.6% | -0.4% |
| 30D | +1.1% | -19.7% | +20.9% | +1.5% |
| 3M | +28.3% | -37.4% | +65.7% | +29.2% |
| 6M | +23.3% | -42.3% | +65.6% | +23.9% |
| YTD | +5.5% | -49.5% | +55.0% | +6.2% |
| 1Y | +24.5% | -54.7% | +79.3% | +24.9% |
| 3Y | +19.6% | +249.6% | -230.0% | +4.6% |
| All | +19.6% | +249.6% | -230.0% | +4.6% |
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