+151.4%
OKLO vs PTC
+38.4%
+113.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.3% | -6.9% | -6.6% |
| 7D | +6.8% | +1.3% | +5.5% | +6.6% |
| 30D | -27.7% | +1.1% | -28.8% | -27.8% |
| 3M | -43.6% | +30.1% | -73.8% | -46.2% |
| 6M | -65.4% | +34.0% | -99.4% | -67.2% |
| YTD | -65.0% | +12.8% | -77.9% | -65.4% |
| 1Y | -77.5% | +10.7% | -88.2% | -77.6% |
| 3Y | +143.6% | +29.6% | +114.0% | +137.1% |
| 5Y | +154.7% | +63.5% | +91.2% | +147.6% |
| All | +151.4% | +38.4% | +113.0% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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