+132.5%
OKLO vs PHM
+59.3%
+73.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +1.6% | -4.1% | +5.7% | +2.6% |
| 30D | -17.6% | +16.1% | -33.8% | -20.6% |
| 3M | -48.5% | -2.5% | -46.0% | -48.4% |
| 6M | -65.7% | +12.9% | -78.6% | -66.6% |
| YTD | -66.7% | +9.0% | -75.7% | -67.3% |
| 1Y | -76.5% | +8.2% | -84.6% | -76.9% |
| 3Y | +132.5% | +58.4% | +74.0% | +116.3% |
| All | +132.5% | +59.3% | +73.2% | +116.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling