-80.0%
PYPL vs OKLO
+144.5%
-224.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.5% | -1.7% |
| 7D | -1.1% | +27.3% | -28.5% | -2.4% |
| 30D | +3.8% | -23.1% | +26.9% | +4.8% |
| 3M | -1.3% | -45.8% | +44.5% | +1.1% |
| 6M | +29.0% | -66.8% | +95.8% | +34.9% |
| YTD | +0.7% | -65.9% | +66.7% | +4.1% |
| 1Y | -12.3% | -78.0% | +65.7% | -7.6% |
| 3Y | +7.6% | +137.4% | -129.7% | -12.1% |
| 5Y | -71.7% | +148.2% | -219.9% | -77.8% |
| All | -80.0% | +144.5% | -224.5% | -84.2% |
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