-80.2%
PATH vs OKLO
+121.2%
-201.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.8% | +8.7% | +3.5% |
| 7D | -4.8% | -18.4% | +13.6% | -2.8% |
| 30D | +2.7% | -38.5% | +41.2% | +7.9% |
| 3M | -4.2% | -48.9% | +44.8% | +2.2% |
| 6M | +24.7% | -67.8% | +92.5% | +38.2% |
| YTD | -17.6% | -69.2% | +51.6% | -9.7% |
| 1Y | -5.3% | -80.3% | +75.0% | +8.6% |
| 3Y | -22.0% | +114.8% | -136.8% | -33.8% |
| 5Y | -76.5% | +125.3% | -201.8% | -80.3% |
| All | -80.2% | +121.2% | -201.4% | -83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling