+299.6%
OKLO vs PHM
+127.6%
+172.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.1% | -4.2% | -6.1% |
| 7D | +0.1% | -6.4% | +6.5% | +0.8% |
| 30D | -15.2% | -12.1% | -3.1% | -14.0% |
| 3M | -26.2% | -1.5% | -24.6% | -26.0% |
| 6M | -35.0% | -6.0% | -29.0% | -34.7% |
| YTD | -44.4% | -0.3% | -44.1% | -44.3% |
| 1Y | -45.9% | -13.3% | -32.6% | -45.6% |
| 3Y | +284.9% | +47.6% | +237.4% | +281.0% |
| 5Y | +305.3% | +154.7% | +150.6% | +300.2% |
| All | +299.6% | +127.6% | +172.0% | +296.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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