+159.1%
OKLO vs PL
+44.1%
+115.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +2.9% |
| 7D | +16.9% | +13.4% | +3.5% | +13.4% |
| 30D | -19.7% | -10.2% | -9.6% | -16.6% |
| 3M | -45.0% | -39.5% | -5.5% | -36.1% |
| 6M | -66.9% | -65.7% | -1.2% | -55.5% |
| YTD | -64.0% | -27.3% | -36.7% | -60.3% |
| 1Y | -75.2% | +15.0% | -90.2% | -75.7% |
| 3Y | +151.1% | +560.8% | -409.8% | +75.1% |
| 5Y | +162.8% | +38.4% | +124.4% | +85.4% |
| All | +159.1% | +44.1% | +115.0% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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