+151.4%
OKLO vs PPL
+53.8%
+97.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.1% | -6.6% | -6.5% |
| 7D | +6.8% | 0.0% | +6.8% | +6.8% |
| 30D | -27.7% | +4.3% | -32.0% | -27.8% |
| 3M | -43.6% | +2.9% | -46.5% | -43.7% |
| 6M | -65.4% | +1.1% | -66.5% | -65.4% |
| YTD | -65.0% | +4.5% | -69.5% | -65.3% |
| 1Y | -77.5% | +0.1% | -77.6% | -77.5% |
| 3Y | +143.6% | +55.7% | +87.9% | +136.8% |
| 5Y | +154.7% | +47.6% | +107.1% | +147.1% |
| All | +151.4% | +53.8% | +97.7% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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