+92.4%
OKLO vs PR
+294.0%
-201.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -4.9% | -8.3% | -12.7% |
| 7D | -28.4% | -16.5% | -11.8% | -27.1% |
| 30D | -50.2% | -4.5% | -45.7% | -50.0% |
| 3M | -55.3% | +8.5% | -63.9% | -55.8% |
| 6M | -71.9% | -3.3% | -68.6% | -71.9% |
| YTD | -73.2% | +55.7% | -128.9% | -74.9% |
| 1Y | -84.2% | +82.0% | -166.2% | -85.5% |
| 3Y | +86.4% | +62.5% | +24.0% | +72.1% |
| 5Y | +94.9% | +223.9% | -129.0% | +78.2% |
| All | +92.4% | +294.0% | -201.6% | +76.6% |
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