+128.4%
OKLO vs PDD
-23.2%
+151.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -1.1% | +23.8% | +22.9% |
| 7D | -6.7% | +5.6% | -12.4% | -8.3% |
| 30D | -36.0% | +5.8% | -41.8% | -37.2% |
| 3M | -44.2% | -8.6% | -35.6% | -43.1% |
| 6M | -70.4% | -18.8% | -51.6% | -69.0% |
| YTD | -67.2% | -26.8% | -40.4% | -64.6% |
| 1Y | -77.9% | -39.3% | -38.7% | -75.4% |
| 3Y | +128.4% | -22.5% | +150.9% | +151.2% |
| All | +128.4% | -23.2% | +151.6% | +151.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling