+313.5%
OKLO vs PHM
+143.3%
+170.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | +2.8% | -3.2% | +6.0% | +3.2% |
| 30D | -4.0% | -6.4% | +2.4% | -3.3% |
| 3M | -36.9% | +5.5% | -42.4% | -37.2% |
| 6M | -37.1% | -5.4% | -31.7% | -37.2% |
| YTD | -42.5% | +6.6% | -49.1% | -42.8% |
| 1Y | -40.7% | -8.8% | -31.9% | -40.8% |
| 3Y | +299.1% | +54.1% | +245.0% | +292.3% |
| 5Y | +317.3% | +144.5% | +172.8% | +311.2% |
| All | +313.5% | +143.3% | +170.2% | +307.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling