+136.0%
OKLO vs PR
+301.5%
-165.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +1.9% | +20.7% | +22.5% |
| 7D | -6.7% | -16.4% | +9.7% | -5.1% |
| 30D | -36.0% | -1.9% | -34.1% | -35.9% |
| 3M | -44.2% | +8.0% | -52.1% | -44.7% |
| 6M | -70.4% | +4.1% | -74.5% | -70.6% |
| YTD | -67.2% | +58.7% | -125.9% | -69.3% |
| 1Y | -77.9% | +75.8% | -153.8% | -79.7% |
| 3Y | +128.4% | +73.2% | +55.3% | +110.5% |
| 5Y | +139.1% | +230.1% | -91.1% | +118.2% |
| All | +136.0% | +301.5% | -165.5% | +116.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling