+168.9%
OKLO vs P
+452.3%
-283.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +6.3% | +7.7% | +11.5% |
| 7D | +14.1% | -9.6% | +23.7% | +19.3% |
| 30D | -22.7% | -33.4% | +10.8% | -9.6% |
| 3M | -44.6% | +14.2% | -58.8% | -48.2% |
| 6M | -63.0% | +31.6% | -94.6% | -67.5% |
| YTD | -62.6% | +53.5% | -116.1% | -69.2% |
| 1Y | -76.2% | +14.2% | -90.4% | -78.7% |
| 3Y | +160.8% | +190.5% | -29.7% | +102.7% |
| 5Y | +172.5% | +256.3% | -83.9% | +111.9% |
| All | +168.9% | +452.3% | -283.4% | +108.9% |
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