-13.1%
PEP vs OKLO
+298.7%
-311.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.2% | -0.6% |
| 7D | -1.4% | +2.8% | -4.2% | -1.3% |
| 30D | +0.2% | -4.0% | +4.2% | +0.2% |
| 3M | -1.1% | -36.9% | +35.8% | -1.8% |
| 6M | -13.5% | -37.1% | +23.7% | -13.9% |
| YTD | -1.2% | -42.5% | +41.3% | -1.7% |
| 1Y | -1.6% | -40.7% | +39.2% | -1.5% |
| All | -13.1% | +298.7% | -311.8% | -15.2% |
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