-81.0%
PATH vs OKLO
+92.0%
-173.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% |
| 3Y | -24.9% | +86.4% | -111.3% | -35.3% |
| 5Y | -76.8% | +94.9% | -171.7% | -80.3% |
| All | -81.0% | +92.0% | -173.0% | -83.9% |
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 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