+168.9%
OKLO vs PDD
-22.4%
+191.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -3.0% | +17.0% | +14.2% |
| 7D | +14.1% | -1.4% | +15.6% | +14.1% |
| 30D | -22.7% | -1.0% | -21.6% | -22.7% |
| 3M | -44.6% | -12.3% | -32.3% | -44.2% |
| 6M | -63.0% | -18.5% | -44.5% | -62.6% |
| YTD | -62.6% | -29.0% | -33.6% | -61.9% |
| 1Y | -76.2% | -40.7% | -35.5% | -75.5% |
| 3Y | +160.8% | -25.7% | +186.5% | +166.7% |
| 5Y | +172.5% | -3.3% | +175.8% | +178.0% |
| All | +168.9% | -22.4% | +191.3% | +175.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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