+86.2%
OKLO vs PCOR
+44.3%
+41.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | 0.0% | -13.2% | -13.2% |
| 7D | -28.4% | +23.7% | -52.1% | -33.4% |
| 30D | -50.2% | +39.0% | -89.2% | -55.4% |
| 3M | -55.3% | +35.8% | -91.1% | -59.9% |
| 6M | -71.9% | +38.2% | -110.2% | -75.2% |
| YTD | -73.2% | +3.9% | -77.2% | -73.7% |
| 1Y | -84.2% | +5.7% | -89.8% | -84.6% |
| All | +86.2% | +44.3% | +41.9% | +71.0% |
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