-21.8%
PATH vs OKLO
+86.0%
-107.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -13.2% | +9.5% | -2.3% |
| 7D | -5.6% | -28.4% | +22.8% | -2.3% |
| 30D | -0.7% | -50.2% | +49.5% | +6.7% |
| 3M | -5.9% | -55.3% | +49.5% | +1.8% |
| 6M | +21.6% | -71.9% | +93.5% | +36.6% |
| YTD | -20.6% | -73.2% | +52.6% | -11.8% |
| 1Y | -10.6% | -84.2% | +73.6% | +4.9% |
| All | -21.8% | +86.0% | -107.8% | -45.9% |
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