+41.0%
TMUS vs OKLO
+140.1%
-99.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +22.7% | -21.8% | +1.3% |
| 7D | +3.6% | -6.7% | +10.3% | +3.5% |
| 30D | -3.4% | -36.0% | +32.7% | -4.1% |
| 3M | -9.5% | -44.2% | +34.7% | -10.2% |
| 6M | -15.2% | -70.4% | +55.2% | -16.3% |
| YTD | -18.9% | -67.2% | +48.3% | -19.7% |
| 1Y | -17.7% | -77.9% | +60.2% | -18.5% |
| 3Y | +15.6% | +128.4% | -112.8% | +8.1% |
| All | +41.0% | +140.1% | -99.1% | +29.3% |
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