-81.0%
PATH vs OKLO
+168.4%
-249.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +14.0% | -14.1% | -1.6% |
| 7D | -2.7% | +14.1% | -16.8% | -4.5% |
| 30D | -3.7% | -22.7% | +18.9% | -1.6% |
| 3M | -13.8% | -44.6% | +30.8% | -9.1% |
| 6M | +20.3% | -63.0% | +83.3% | +31.2% |
| YTD | -20.8% | -62.6% | +41.8% | -15.4% |
| 1Y | -9.2% | -76.2% | +66.9% | +1.7% |
| 3Y | -21.8% | +160.8% | -182.6% | -35.2% |
| 5Y | -77.4% | +172.5% | -249.9% | -81.5% |
| All | -81.0% | +168.4% | -249.4% | -84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling