-77.9%
OKLO vs PENG
+88.9%
-166.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +12.4% | +10.3% | +17.7% |
| 7D | -6.7% | -19.4% | +12.7% | +0.7% |
| 30D | -36.0% | -42.4% | +6.4% | -22.8% |
| 3M | -44.2% | -25.6% | -18.5% | -39.7% |
| 6M | -70.4% | +7.3% | -77.7% | -74.3% |
| YTD | -67.2% | +113.9% | -181.0% | -81.1% |
| 1Y | -77.9% | +93.6% | -171.5% | -86.3% |
| All | -77.9% | +88.9% | -166.9% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling