-72.2%
TTD vs OKLO
-42.7%
-29.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.6% | -8.0% | -4.3% |
| 7D | +6.3% | +2.8% | +3.5% | +6.4% |
| 30D | -23.9% | -4.0% | -19.9% | -23.8% |
| 3M | -31.4% | -36.9% | +5.5% | -30.7% |
| 6M | -42.7% | -37.1% | -5.5% | -42.6% |
| YTD | -62.0% | -42.5% | -19.5% | -61.8% |
| 1Y | -72.2% | -40.7% | -31.5% | -73.2% |
| All | -72.2% | -42.7% | -29.5% | -73.2% |
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