+138.4%
OKLO vs PCOR
-19.6%
+158.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -0.4% | +23.0% | +22.7% |
| 7D | -6.7% | +22.7% | -29.5% | -10.0% |
| 30D | -36.0% | +37.5% | -73.5% | -39.5% |
| 3M | -44.2% | +35.2% | -79.4% | -47.1% |
| 6M | -70.4% | +42.2% | -112.7% | -72.4% |
| 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% | +120.2% |
| All | +138.4% | -19.6% | +158.0% | +132.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling