+313.5%
OKLO vs PTC
-0.7%
+314.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.0% | +9.6% | +4.7% |
| 7D | +2.8% | -10.3% | +13.1% | +4.9% |
| 30D | -4.0% | +1.1% | -5.1% | -4.4% |
| 3M | -36.9% | +1.6% | -38.5% | -37.4% |
| 6M | -37.1% | -13.5% | -23.7% | -35.1% |
| YTD | -42.5% | -19.1% | -23.4% | -39.6% |
| 1Y | -40.7% | -33.9% | -6.8% | -34.4% |
| 3Y | +299.1% | -3.9% | +303.0% | +312.1% |
| 5Y | +317.3% | +6.0% | +311.3% | +331.2% |
| All | +313.5% | -0.7% | +314.2% | +327.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling