+54.8%
GDX vs OKLO
-42.7%
+97.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.6% | -5.8% | -3.0% |
| 7D | -0.4% | +2.8% | -3.2% | -1.0% |
| 30D | +18.6% | -4.0% | +22.6% | +19.0% |
| 3M | +14.9% | -36.9% | +51.8% | +25.3% |
| 6M | -6.3% | -37.1% | +30.9% | +0.8% |
| YTD | +15.7% | -42.5% | +58.2% | +25.2% |
| 1Y | +54.8% | -40.7% | +95.6% | +69.1% |
| All | +54.8% | -42.7% | +97.5% | +69.1% |
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 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