+21.1%
TMUS vs OKLO
+150.9%
-129.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +0.1% |
| 7D | +9.5% | +6.8% | +2.7% | +9.7% |
| 30D | +13.8% | -27.7% | +41.5% | +13.2% |
| 3M | -4.6% | -43.6% | +39.0% | -5.3% |
| 6M | -11.7% | -65.4% | +53.7% | -12.7% |
| YTD | -15.4% | -65.0% | +49.7% | -16.1% |
| 1Y | -16.1% | -77.5% | +61.4% | -16.9% |
| 3Y | +20.5% | +143.6% | -123.1% | +14.2% |
| 5Y | +48.7% | +154.7% | -106.0% | +39.9% |
| All | +21.1% | +150.9% | -129.8% | +14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling