+65.4%
TXN vs OKLO
+262.2%
-196.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -9.2% | +13.0% | +4.4% |
| 7D | +4.0% | -12.2% | +16.2% | +4.7% |
| 30D | -2.9% | -19.7% | +16.9% | -1.7% |
| 3M | -9.1% | -37.4% | +28.3% | -6.8% |
| 6M | +36.6% | -42.3% | +78.9% | +40.2% |
| YTD | +57.5% | -49.5% | +107.0% | +62.1% |
| 1Y | +49.5% | -54.7% | +104.2% | +53.4% |
| 3Y | +76.5% | +249.6% | -173.1% | +56.1% |
| 5Y | +62.4% | +268.1% | -205.7% | +43.7% |
| All | +65.4% | +262.2% | -196.8% | +48.0% |
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