+313.5%
OKLO vs PLUG
-92.5%
+406.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.7% | +3.0% |
| 7D | +2.8% | -0.9% | +3.7% | +3.0% |
| 30D | -4.0% | +3.3% | -7.3% | -4.3% |
| 3M | -36.9% | -39.7% | +2.8% | -30.0% |
| 6M | -37.1% | -12.5% | -24.6% | -35.5% |
| YTD | -42.5% | +10.2% | -52.6% | -43.5% |
| 1Y | -40.7% | +50.7% | -91.4% | -44.8% |
| 3Y | +299.1% | -74.5% | +373.6% | +281.7% |
| 5Y | +317.3% | -91.8% | +409.1% | +298.5% |
| All | +313.5% | -92.5% | +406.0% | +296.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling