+40.0%
PATH vs OKLO
-42.7%
+82.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +3.6% | -20.2% | -17.1% |
| 7D | -16.3% | +2.8% | -19.1% | -16.7% |
| 30D | +9.9% | -4.0% | +13.9% | +10.1% |
| 3M | +30.2% | -36.9% | +67.0% | +38.1% |
| 6M | +37.2% | -37.1% | +74.4% | +41.6% |
| YTD | -7.3% | -42.5% | +35.2% | -4.0% |
| 1Y | +40.0% | -40.7% | +80.7% | +68.0% |
| All | +40.0% | -42.7% | +82.7% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 1y: compounded portfolio wealth divided by compounded OKLO 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…
1y analysis · Full analysis span regression · 6 months rolling