+262.9%
OKLO vs PSX
+292.0%
-29.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.4% | -9.5% | -9.2% |
| 7D | -12.2% | +1.7% | -14.0% | -12.4% |
| 30D | -19.7% | +15.6% | -35.4% | -20.8% |
| 3M | -37.4% | +46.5% | -83.9% | -39.8% |
| 6M | -42.3% | +55.0% | -97.3% | -45.2% |
| YTD | -49.5% | +105.3% | -154.8% | -54.2% |
| 1Y | -54.7% | +101.6% | -156.3% | -58.9% |
| 3Y | +249.6% | +134.1% | +115.5% | +208.7% |
| 5Y | +268.1% | +368.7% | -100.6% | +220.6% |
| All | +262.9% | +292.0% | -29.0% | +220.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling