+132.5%
OKLO vs PCOR
+50.0%
+82.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | +1.6% | +3.0% | -1.5% | +0.8% |
| 30D | -17.6% | +38.7% | -56.3% | -26.2% |
| 3M | -48.5% | +24.9% | -73.4% | -52.5% |
| 6M | -65.7% | +68.8% | -134.4% | -71.8% |
| YTD | -66.7% | +6.7% | -73.4% | -67.4% |
| 1Y | -76.5% | +3.0% | -79.5% | -76.5% |
| 3Y | +132.5% | +48.6% | +83.8% | +111.8% |
| All | +132.5% | +50.0% | +82.4% | +111.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling