+249.6%
OKLO vs PSLV
+165.9%
+83.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.3% | -9.5% | -9.3% |
| 7D | -12.2% | -3.5% | -8.8% | -10.5% |
| 30D | -19.7% | -2.1% | -17.6% | -18.8% |
| 3M | -37.4% | -1.6% | -35.8% | -37.0% |
| 6M | -42.3% | -25.5% | -16.8% | -33.1% |
| YTD | -49.5% | -11.4% | -38.1% | -51.2% |
| 1Y | -54.7% | +48.6% | -103.3% | -70.2% |
| 3Y | +249.6% | +166.9% | +82.7% | +72.5% |
| All | +249.6% | +165.9% | +83.8% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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