+299.5%
OKLO vs PCOR
-14.4%
+313.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.3% | +7.8% | +4.9% |
| 7D | +2.8% | -9.0% | +11.8% | +5.7% |
| 30D | -4.0% | +4.2% | -8.2% | -5.4% |
| 3M | -36.9% | +14.4% | -51.3% | -39.7% |
| 6M | -37.1% | +0.2% | -37.3% | -38.5% |
| YTD | -42.5% | -20.3% | -22.2% | -38.5% |
| 1Y | -40.7% | -16.1% | -24.6% | -38.4% |
| All | +299.5% | -14.4% | +313.9% | +305.0% |
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