+17.0%
PG vs OKLO
-81.5%
+98.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.8% | +9.1% | +3.0% |
| 7D | +5.7% | -18.4% | +24.2% | +5.0% |
| 30D | +15.4% | -38.5% | +53.9% | +13.6% |
| 3M | +13.8% | -48.9% | +62.7% | +11.5% |
| 6M | +18.3% | -67.8% | +86.1% | +14.8% |
| YTD | +20.1% | -69.2% | +89.3% | +16.4% |
| 1Y | +17.0% | -80.3% | +97.3% | +11.1% |
| All | +17.0% | -81.5% | +98.4% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling