+334.0%
OKLO vs P
+443.2%
-109.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.3% | +4.3% |
| 7D | +12.4% | +7.8% | +4.6% | +9.2% |
| 30D | -10.6% | +12.3% | -22.9% | -15.5% |
| 3M | -26.5% | +37.1% | -63.6% | -35.8% |
| 6M | -25.6% | +66.1% | -91.7% | -39.8% |
| YTD | -39.6% | +50.9% | -90.6% | -49.9% |
| 1Y | -38.8% | +27.2% | -66.0% | -46.4% |
| 3Y | +318.1% | +158.7% | +159.4% | +228.2% |
| 5Y | +339.7% | +291.1% | +48.6% | +245.6% |
| All | +334.0% | +443.2% | -109.2% | +240.6% |
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