+137.6%
OKLO vs PLUG
-63.0%
+200.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -8.8% | +3.4% | -2.5% |
| 7D | +27.3% | -8.1% | +35.5% | +31.6% |
| 30D | -23.1% | -20.5% | -2.6% | -16.4% |
| 3M | -45.8% | -45.9% | 0.0% | -33.3% |
| 6M | -66.8% | -65.2% | -1.6% | -53.4% |
| YTD | -65.9% | -37.1% | -28.9% | -60.4% |
| 1Y | -78.0% | -54.6% | -23.4% | -72.2% |
| All | +137.6% | -63.0% | +200.6% | +165.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling