-21.8%
PATH vs OKLO
+128.2%
-150.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +22.7% | -22.7% | -2.5% |
| 7D | -5.3% | -6.7% | +1.4% | -4.9% |
| 30D | -0.5% | -36.0% | +35.5% | +3.8% |
| 3M | -7.1% | -44.2% | +37.0% | -2.2% |
| 6M | +23.8% | -70.4% | +94.2% | +38.4% |
| YTD | -20.7% | -67.2% | +46.5% | -14.0% |
| 1Y | -8.1% | -77.9% | +69.9% | +4.0% |
| 3Y | -21.8% | +128.4% | -150.2% | -47.2% |
| All | -21.8% | +128.2% | -150.0% | -47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling