-12.3%
PYPL vs OKLO
-77.5%
+65.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.5% | -1.8% |
| 7D | -1.1% | +27.3% | -28.5% | -2.0% |
| 30D | +3.8% | -23.1% | +26.9% | +4.6% |
| 3M | -1.3% | -45.8% | +44.5% | +0.6% |
| 6M | +29.0% | -66.8% | +95.8% | +34.4% |
| YTD | +0.7% | -65.9% | +66.7% | +2.2% |
| 1Y | -12.3% | -78.0% | +65.7% | -8.0% |
| All | -12.3% | -77.5% | +65.2% | -8.0% |
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