+49.5%
TXN vs OKLO
-51.2%
+100.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -9.2% | +13.0% | +5.0% |
| 7D | +4.0% | -12.2% | +16.2% | +5.6% |
| 30D | -2.9% | -19.7% | +16.9% | -0.4% |
| 3M | -9.1% | -37.4% | +28.3% | -4.5% |
| 6M | +36.6% | -42.3% | +78.9% | +43.9% |
| YTD | +57.5% | -49.5% | +107.0% | +67.2% |
| 1Y | +49.5% | -54.7% | +104.2% | +63.9% |
| All | +49.5% | -51.2% | +100.7% | +63.9% |
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