+99.7%
TXN vs OKLO
-81.5%
+181.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.8% | +5.5% | +0.7% |
| 7D | +1.0% | -18.4% | +19.5% | +4.6% |
| 30D | +6.1% | -38.5% | +44.6% | +15.0% |
| 3M | +10.4% | -48.9% | +59.3% | +22.5% |
| 6M | +12.6% | -67.8% | +80.3% | +33.8% |
| YTD | +83.5% | -69.2% | +152.6% | +116.8% |
| 1Y | +99.7% | -80.3% | +180.0% | +149.5% |
| All | +99.7% | -81.5% | +181.2% | +149.5% |
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 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