+316.9%
OKLO vs PENG
+115.2%
+201.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.4% | -2.8% | +2.2% |
| 7D | +2.8% | +4.5% | -1.7% | +1.8% |
| 30D | -4.0% | -7.1% | +3.1% | -2.5% |
| 3M | -36.9% | -27.3% | -9.6% | -33.9% |
| 6M | -37.1% | +169.6% | -206.7% | -48.6% |
| YTD | -42.5% | +164.6% | -207.1% | -53.1% |
| 1Y | -40.7% | +109.5% | -150.2% | -49.7% |
| 3Y | +299.1% | +98.9% | +200.2% | +229.1% |
| All | +316.9% | +115.2% | +201.7% | +243.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling