+159.1%
OKLO vs P
+472.0%
-312.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.4% | -1.4% | +1.3% |
| 7D | +16.9% | -4.7% | +21.6% | +19.7% |
| 30D | -19.7% | -31.4% | +11.7% | -7.2% |
| 3M | -45.0% | -2.6% | -42.4% | -45.0% |
| 6M | -66.9% | +21.9% | -88.8% | -70.2% |
| YTD | -64.0% | +58.9% | -122.9% | -70.8% |
| 1Y | -75.2% | +21.7% | -96.9% | -78.4% |
| 3Y | +151.1% | +193.3% | -42.2% | +92.4% |
| 5Y | +162.8% | +275.1% | -112.3% | +101.6% |
| All | +159.1% | +472.0% | -312.8% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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