+171.8%
OKLO vs PSKY
-39.6%
+211.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.8% | -2.0% | -5.9% |
| 7D | -19.4% | -24.6% | +5.2% | -15.2% |
| 30D | -22.8% | -36.1% | +13.4% | -16.5% |
| 3M | -62.0% | -34.7% | -27.3% | -57.8% |
| 6M | -56.4% | -40.5% | -15.9% | -51.3% |
| YTD | -61.0% | -47.7% | -13.3% | -56.1% |
| 1Y | -82.7% | -58.4% | -24.4% | -80.2% |
| All | +171.8% | -39.6% | +211.4% | +202.4% |
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