+159.1%
OKLO vs PR
+312.0%
-152.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +2.8% |
| 7D | +16.9% | -0.5% | +17.4% | +17.0% |
| 30D | -19.7% | -4.6% | -15.1% | -19.3% |
| 3M | -45.0% | +4.7% | -49.7% | -45.3% |
| 6M | -66.9% | +12.4% | -79.4% | -67.4% |
| YTD | -64.0% | +62.9% | -126.8% | -66.4% |
| 1Y | -75.2% | +70.6% | -145.8% | -77.0% |
| 3Y | +151.1% | +90.0% | +61.1% | +130.7% |
| 5Y | +162.8% | +255.5% | -92.7% | +139.2% |
| All | +159.1% | +312.0% | -152.9% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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