+326.6%
OKLO vs PSLV
+137.7%
+188.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -2.8% |
| 7D | +7.7% | +3.3% | +4.4% | +6.1% |
| 30D | -4.3% | +2.1% | -6.4% | -5.2% |
| 3M | -24.6% | +7.1% | -31.8% | -26.9% |
| 6M | -31.1% | -21.6% | -9.5% | -24.4% |
| YTD | -40.7% | -6.7% | -34.0% | -41.4% |
| 1Y | -42.4% | +59.3% | -101.7% | -54.4% |
| 3Y | +310.9% | +182.1% | +128.8% | +189.4% |
| 5Y | +332.6% | +162.6% | +170.0% | +205.4% |
| All | +326.6% | +137.7% | +188.8% | +204.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling