+180.3%
OKLO vs PSKY
-81.4%
+261.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.8% | -2.0% | -5.6% |
| 7D | -19.4% | -24.6% | +5.2% | -14.2% |
| 30D | -22.8% | -36.1% | +13.4% | -14.7% |
| 3M | -74.8% | -54.8% | -20.0% | -65.3% |
| 6M | -74.8% | -54.8% | -20.0% | -65.3% |
| YTD | -74.8% | -54.8% | -20.0% | -65.3% |
| 1Y | -82.7% | -58.4% | -24.4% | -76.1% |
| 3Y | +171.6% | -40.7% | +212.2% | +270.7% |
| 5Y | +185.7% | -80.0% | +265.7% | +291.1% |
| All | +180.3% | -81.4% | +261.6% | +284.9% |
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