+182.2%
OKLO vs PSKY
-78.1%
+260.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.8% | -2.0% | -6.2% |
| 7D | -19.4% | -24.6% | +5.2% | -16.8% |
| 30D | -22.8% | -36.1% | +13.4% | -18.9% |
| 3M | -62.0% | -34.7% | -27.3% | -59.5% |
| 6M | -56.4% | -40.5% | -15.9% | -53.4% |
| YTD | -61.0% | -47.7% | -13.3% | -58.1% |
| 1Y | -82.7% | -58.4% | -24.4% | -81.3% |
| 3Y | +171.6% | -40.7% | +212.2% | +190.6% |
| All | +182.2% | -78.1% | +260.4% | +203.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling