+32.8%
PM vs OKLO
-78.1%
+110.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.3% | +1.1% |
| 7D | +0.5% | +1.6% | -1.0% | +0.7% |
| 30D | -3.2% | -17.6% | +14.4% | -3.7% |
| 3M | +6.2% | -48.5% | +54.7% | +4.6% |
| 6M | +7.7% | -65.7% | +73.3% | +6.3% |
| YTD | +27.3% | -66.7% | +93.9% | +25.5% |
| 1Y | +32.8% | -76.5% | +109.2% | +27.4% |
| All | +32.8% | -78.1% | +110.9% | +27.4% |
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