-75.9%
OKLO vs PENG
+99.6%
-175.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.3% | -4.2% | -5.6% |
| 7D | +6.8% | -16.1% | +22.9% | +13.8% |
| 30D | -27.7% | -41.5% | +13.8% | -13.3% |
| 3M | -43.6% | -19.1% | -24.5% | -41.1% |
| 6M | -65.4% | +0.9% | -66.3% | -68.8% |
| YTD | -65.0% | +128.2% | -193.3% | -80.3% |
| All | -75.9% | +99.6% | -175.6% | -85.6% |
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