-79.4%
TTD vs OKLO
+139.2%
-218.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.5% | +1.5% |
| 7D | +21.3% | +1.6% | +19.7% | +21.2% |
| 30D | +28.7% | -17.6% | +46.4% | +30.3% |
| 3M | +7.7% | -48.5% | +56.2% | +12.4% |
| 6M | -23.5% | -65.7% | +42.2% | -18.2% |
| YTD | -58.7% | -66.7% | +8.0% | -56.5% |
| 1Y | -63.4% | -76.5% | +13.0% | -60.4% |
| 3Y | -75.3% | +132.5% | -207.8% | -80.6% |
| 5Y | -84.4% | +142.8% | -227.2% | -88.0% |
| All | -79.4% | +139.2% | -218.6% | -84.1% |
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