-83.3%
TTD vs OKLO
+319.3%
-402.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.9% | -7.8% | -3.2% |
| 7D | +1.7% | +12.4% | -10.7% | +0.8% |
| 30D | +1.6% | -10.6% | +12.1% | +2.3% |
| 3M | -27.8% | -26.5% | -1.3% | -26.6% |
| 6M | -52.1% | -25.6% | -26.5% | -52.1% |
| YTD | -63.1% | -39.6% | -23.4% | -62.6% |
| 1Y | -73.1% | -38.8% | -34.3% | -73.5% |
| 3Y | -83.3% | +318.1% | -401.3% | -87.5% |
| All | -83.3% | +319.3% | -402.6% | -87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling