+19.4%
PG vs OKLO
+298.8%
-279.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.3% | +6.6% | +0.1% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | -1.5% | -15.2% | +13.6% | -1.8% |
| 3M | -3.4% | -26.2% | +22.8% | -3.7% |
| 6M | -7.0% | -35.0% | +28.0% | -7.3% |
| YTD | +2.0% | -44.4% | +46.4% | +1.5% |
| 1Y | -6.5% | -45.9% | +39.5% | -6.9% |
| 3Y | +1.2% | +284.9% | -283.8% | +0.1% |
| 5Y | +12.8% | +305.3% | -292.5% | +11.3% |
| All | +19.4% | +298.8% | -279.4% | +17.8% |
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