-80.3%
OKLO vs PLUG
-44.1%
-36.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.5% | -9.4% | -7.8% |
| 7D | -18.4% | +2.8% | -21.3% | -19.8% |
| 30D | -38.5% | -22.8% | -15.8% | -29.3% |
| 3M | -48.9% | -32.4% | -16.5% | -36.5% |
| 6M | -67.8% | -53.4% | -14.4% | -52.7% |
| YTD | -69.2% | -25.9% | -43.3% | -65.8% |
| 1Y | -80.3% | -42.1% | -38.2% | -75.0% |
| All | -80.3% | -44.1% | -36.2% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 1y: compounded portfolio wealth divided by compounded PLUG 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…
1y analysis · Full analysis span regression · 6 months rolling