+41.2%
GDX vs OKLO
-47.1%
+88.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.3% | +2.9% | -2.0% |
| 7D | -5.4% | +0.1% | -5.5% | -5.5% |
| 30D | +6.6% | -15.2% | +21.7% | +10.2% |
| 3M | +30.1% | -26.2% | +56.3% | +37.3% |
| 6M | -7.1% | -35.0% | +27.9% | -0.5% |
| YTD | +12.0% | -44.4% | +56.4% | +22.0% |
| 1Y | +41.2% | -45.9% | +87.1% | +53.9% |
| All | +41.2% | -47.1% | +88.3% | +53.9% |
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