+27.0%
TMUS vs OKLO
+325.7%
-298.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.4% |
| 7D | -5.3% | +7.7% | -13.0% | -5.2% |
| 30D | +0.1% | -4.3% | +4.4% | +0.1% |
| 3M | -0.6% | -24.6% | +24.0% | -0.8% |
| 6M | -17.5% | -31.1% | +13.5% | -17.6% |
| YTD | -11.3% | -40.7% | +29.4% | -11.3% |
| 1Y | -25.4% | -42.4% | +17.1% | -25.5% |
| 3Y | +35.5% | +310.9% | -275.4% | +29.5% |
| 5Y | +41.9% | +332.6% | -290.7% | +34.0% |
| All | +27.0% | +325.7% | -298.7% | +20.9% |
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 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