+136.0%
OKLO vs PCOR
-19.1%
+155.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -0.4% | +23.0% | +22.7% |
| 7D | -6.7% | +22.7% | -29.5% | -9.9% |
| 30D | -36.0% | +37.5% | -73.5% | -39.3% |
| 3M | -44.2% | +35.2% | -79.4% | -47.0% |
| 6M | -70.4% | +42.2% | -112.7% | -72.3% |
| YTD | -67.2% | +3.6% | -70.7% | -67.8% |
| 1Y | -77.9% | -4.8% | -73.2% | -78.0% |
| 3Y | +128.4% | +48.3% | +80.1% | +120.7% |
| 5Y | +139.1% | -20.1% | +159.2% | +131.3% |
| All | +136.0% | -19.1% | +155.0% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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