+43.0%
TMUS vs OKLO
+337.5%
-294.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.8% | +0.2% |
| 7D | -0.3% | +12.4% | -12.7% | -0.1% |
| 30D | +3.1% | -10.6% | +13.7% | +3.0% |
| 3M | +2.4% | -26.5% | +28.9% | +2.3% |
| 6M | -17.1% | -25.6% | +8.6% | -17.1% |
| YTD | -9.1% | -39.6% | +30.6% | -9.1% |
| 1Y | -23.6% | -38.8% | +15.1% | -23.7% |
| 3Y | +38.8% | +318.1% | -279.2% | +33.6% |
| 5Y | +43.0% | +339.7% | -296.7% | +36.3% |
| All | +43.0% | +337.5% | -294.5% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling