-82.1%
PYPL vs OKLO
+325.7%
-407.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.8% |
| 7D | -4.3% | +7.7% | -12.1% | -4.7% |
| 30D | -11.5% | -4.3% | -7.1% | -11.3% |
| 3M | +26.1% | -24.6% | +50.8% | +27.4% |
| 6M | +13.7% | -31.1% | +44.8% | +14.6% |
| YTD | -9.8% | -40.7% | +30.8% | -8.9% |
| 1Y | -22.1% | -42.4% | +20.4% | -22.0% |
| 3Y | -13.5% | +310.9% | -324.4% | -30.8% |
| 5Y | -81.6% | +332.6% | -414.2% | -85.9% |
| All | -82.1% | +325.7% | -407.8% | -86.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling