-11.8%
PYPL vs OKLO
+319.3%
-331.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.9% | -8.2% | -3.5% |
| 7D | +1.7% | +12.4% | -10.7% | +1.2% |
| 30D | -9.7% | -10.6% | +0.8% | -9.4% |
| 3M | +29.2% | -26.5% | +55.7% | +30.6% |
| 6M | +13.9% | -25.6% | +39.5% | +14.4% |
| YTD | -8.1% | -39.6% | +31.5% | -7.2% |
| 1Y | -21.4% | -38.8% | +17.4% | -21.5% |
| 3Y | -11.8% | +318.1% | -329.9% | -29.8% |
| All | -11.8% | +319.3% | -331.1% | -29.8% |
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