-81.2%
TTD vs OKLO
+262.2%
-343.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.2% | +11.8% | +3.3% |
| 7D | -0.6% | -12.2% | +11.6% | +0.2% |
| 30D | +6.3% | -19.7% | +26.0% | +7.8% |
| 3M | -24.1% | -37.4% | +13.3% | -22.0% |
| 6M | -47.4% | -42.3% | -5.1% | -46.3% |
| YTD | -62.2% | -49.5% | -12.7% | -61.2% |
| 1Y | -68.3% | -54.7% | -13.6% | -68.0% |
| 3Y | -83.4% | +249.6% | -333.0% | -87.3% |
| 5Y | -80.3% | +268.1% | -348.4% | -85.3% |
| All | -81.2% | +262.2% | -343.4% | -85.9% |
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