+310.9%
OKLO vs PSKY
-21.8%
+332.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.7% | -1.2% |
| 7D | +7.7% | -6.8% | +14.6% | +8.4% |
| 30D | -4.3% | +10.2% | -14.6% | -5.1% |
| 3M | -24.6% | +0.3% | -24.9% | -24.7% |
| 6M | -31.1% | -7.8% | -23.3% | -30.8% |
| YTD | -40.7% | -23.0% | -17.7% | -39.8% |
| 1Y | -42.4% | -31.6% | -10.8% | -40.8% |
| All | +310.9% | -21.8% | +332.7% | +310.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling