+168.9%
OKLO vs PLUG
-94.8%
+263.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +3.4% | +10.5% | +13.2% |
| 7D | +14.1% | +14.5% | -0.4% | +11.2% |
| 30D | -22.7% | -10.7% | -11.9% | -20.4% |
| 3M | -44.6% | -31.2% | -13.4% | -39.5% |
| 6M | -63.0% | -51.9% | -11.1% | -56.6% |
| YTD | -62.6% | -23.9% | -38.7% | -60.1% |
| 1Y | -76.2% | -43.4% | -32.8% | -73.3% |
| 3Y | +160.8% | -74.7% | +235.5% | +170.9% |
| 5Y | +172.5% | -96.3% | +268.8% | +184.1% |
| All | +168.9% | -94.8% | +263.7% | +180.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling