+38.2%
PLD vs OKLO
+135.3%
-97.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.3% | -1.0% |
| 7D | 0.0% | +27.3% | -27.3% | -0.6% |
| 30D | -3.7% | -23.1% | +19.3% | -3.3% |
| 3M | -7.9% | -45.8% | +37.9% | -6.9% |
| 6M | -9.2% | -66.8% | +57.6% | -7.3% |
| YTD | +3.1% | -65.9% | +69.0% | +4.6% |
| 1Y | +6.2% | -78.0% | +84.2% | +8.7% |
| All | +38.2% | +135.3% | -97.2% | +26.5% |
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