+150.7%
GDX vs OKLO
+141.6%
+9.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | 0.0% |
| 7D | -6.8% | +1.6% | -8.4% | -7.0% |
| 30D | -2.1% | -17.6% | +15.5% | -0.7% |
| 3M | -7.5% | -48.5% | +41.0% | -2.2% |
| 6M | -15.2% | -65.7% | +50.5% | -7.5% |
| YTD | -4.8% | -66.7% | +61.9% | +3.1% |
| 1Y | +6.7% | -76.5% | +83.2% | +17.6% |
| 3Y | +212.7% | +132.5% | +80.3% | +165.3% |
| All | +150.7% | +141.6% | +9.1% | +107.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling