+132.5%
OKLO vs PR
+95.8%
+36.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.5% |
| 7D | +1.6% | +6.0% | -4.4% | -0.3% |
| 30D | -17.6% | -4.2% | -13.4% | -16.7% |
| 3M | -48.5% | +10.0% | -58.5% | -50.3% |
| 6M | -65.7% | +15.6% | -81.3% | -67.8% |
| YTD | -66.7% | +68.2% | -134.8% | -74.4% |
| 1Y | -76.5% | +79.2% | -155.7% | -82.6% |
| 3Y | +132.5% | +94.9% | +37.6% | +75.2% |
| All | +132.5% | +95.8% | +36.7% | +75.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling