+334.0%
OKLO vs PLUG
-92.2%
+426.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.1% | +0.8% | +4.1% |
| 7D | +12.4% | +8.1% | +4.3% | +10.6% |
| 30D | -10.6% | +3.7% | -14.2% | -11.0% |
| 3M | -26.5% | -29.2% | +2.6% | -21.0% |
| 6M | -25.6% | +6.1% | -31.8% | -26.4% |
| YTD | -39.6% | +14.7% | -54.4% | -41.2% |
| 1Y | -38.8% | +56.9% | -95.7% | -43.4% |
| 3Y | +318.1% | -71.6% | +389.7% | +296.5% |
| 5Y | +339.7% | -91.0% | +430.7% | +316.2% |
| All | +334.0% | -92.2% | +426.1% | +312.9% |
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