+326.6%
OKLO vs PPG
-29.8%
+356.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.0% |
| 7D | +7.7% | -3.7% | +11.4% | +9.0% |
| 30D | -4.3% | -7.2% | +2.9% | -2.0% |
| 3M | -24.6% | -7.3% | -17.3% | -22.7% |
| 6M | -31.1% | +0.3% | -31.4% | -30.6% |
| YTD | -40.7% | +6.5% | -47.2% | -41.0% |
| 1Y | -42.4% | +0.5% | -43.0% | -42.3% |
| 3Y | +310.9% | -15.3% | +326.2% | +307.2% |
| 5Y | +332.6% | -22.9% | +355.5% | +330.8% |
| All | +326.6% | -29.8% | +356.3% | +327.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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