-79.7%
TTD vs OKLO
+144.5%
-224.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.5% | +2.3% | -2.8% |
| 7D | +20.8% | +27.3% | -6.6% | +18.5% |
| 30D | +27.1% | -23.1% | +50.2% | +29.2% |
| 3M | +14.7% | -45.8% | +60.5% | +19.2% |
| 6M | -26.8% | -66.8% | +40.0% | -21.6% |
| YTD | -59.2% | -65.9% | +6.7% | -57.2% |
| 1Y | -64.7% | -78.0% | +13.3% | -61.5% |
| 3Y | -75.8% | +137.4% | -213.2% | -81.0% |
| 5Y | -84.6% | +148.2% | -232.8% | -88.2% |
| All | -79.7% | +144.5% | -224.2% | -84.4% |
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 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