-21.2%
TMUS vs OKLO
-81.5%
+60.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.8% | +8.9% | +2.5% |
| 7D | +7.5% | -18.4% | +25.9% | +5.6% |
| 30D | -3.3% | -38.5% | +35.2% | -7.2% |
| 3M | -9.7% | -48.9% | +39.3% | -14.0% |
| 6M | -17.2% | -67.8% | +50.5% | -22.5% |
| YTD | -20.3% | -69.2% | +48.8% | -24.5% |
| 1Y | -21.2% | -80.3% | +59.1% | -25.0% |
| All | -21.2% | -81.5% | +60.2% | -25.0% |
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