+59.4%
TXN vs OKLO
+333.1%
-273.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.8% | -0.1% |
| 7D | +2.2% | +12.4% | -10.2% | +1.4% |
| 30D | -9.5% | -10.6% | +1.1% | -9.0% |
| 3M | -10.5% | -26.5% | +16.0% | -9.2% |
| 6M | +35.4% | -25.6% | +61.0% | +37.0% |
| YTD | +51.8% | -39.6% | +91.4% | +54.5% |
| 1Y | +42.9% | -38.8% | +81.7% | +44.4% |
| 3Y | +71.3% | +318.1% | -246.7% | +49.9% |
| 5Y | +58.0% | +339.7% | -281.7% | +38.5% |
| All | +59.4% | +333.1% | -273.7% | +41.1% |
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