+136.0%
OKLO vs PLUG
-95.0%
+230.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +7.4% | +15.2% | +21.0% |
| 7D | -6.7% | +5.8% | -12.6% | -7.6% |
| 30D | -36.0% | -18.5% | -17.5% | -32.9% |
| 3M | -44.2% | -30.0% | -14.2% | -39.3% |
| 6M | -70.4% | -56.2% | -14.2% | -64.7% |
| YTD | -67.2% | -26.4% | -40.8% | -64.7% |
| 1Y | -77.9% | -42.2% | -35.7% | -75.3% |
| 3Y | +128.4% | -76.8% | +205.3% | +138.9% |
| 5Y | +139.1% | -96.2% | +235.3% | +151.1% |
| All | +136.0% | -95.0% | +230.9% | +147.7% |
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