+128.4%
OKLO vs P
+175.5%
-47.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +3.5% | +19.1% | +20.8% |
| 7D | -6.7% | -23.8% | +17.1% | +7.9% |
| 30D | -36.0% | -36.6% | +0.6% | -18.9% |
| 3M | -44.2% | +10.9% | -55.1% | -49.1% |
| 6M | -70.4% | +30.0% | -100.4% | -75.9% |
| YTD | -67.2% | +44.4% | -111.6% | -75.2% |
| 1Y | -77.9% | +3.9% | -81.9% | -80.7% |
| 3Y | +128.4% | +176.6% | -48.2% | +53.6% |
| All | +128.4% | +175.5% | -47.1% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling