+151.4%
OKLO vs PDD
-23.4%
+174.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.4% | -5.2% | -6.4% |
| 7D | +6.8% | -1.0% | +7.8% | +6.8% |
| 30D | -27.7% | -2.4% | -25.3% | -27.7% |
| 3M | -43.6% | -14.6% | -29.0% | -43.1% |
| 6M | -65.4% | -19.6% | -45.8% | -65.0% |
| YTD | -65.0% | -30.0% | -35.1% | -64.3% |
| 1Y | -77.5% | -42.5% | -35.0% | -76.9% |
| 3Y | +143.6% | -27.2% | +170.8% | +149.3% |
| 5Y | +154.7% | -8.2% | +162.9% | +159.9% |
| All | +151.4% | -23.4% | +174.9% | +157.7% |
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