+262.9%
OKLO vs PSKY
-71.5%
+334.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.1% | -11.3% | -9.3% |
| 7D | -12.2% | -2.4% | -9.8% | -12.1% |
| 30D | -19.7% | +11.6% | -31.3% | -20.2% |
| 3M | -37.4% | +1.5% | -38.9% | -37.5% |
| 6M | -42.3% | +7.7% | -50.0% | -42.5% |
| YTD | -49.5% | -20.1% | -29.4% | -49.2% |
| 1Y | -54.7% | -38.3% | -16.4% | -53.9% |
| 3Y | +249.6% | -17.7% | +267.4% | +250.5% |
| 5Y | +268.1% | -69.9% | +338.0% | +270.1% |
| All | +262.9% | -71.5% | +334.5% | +265.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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