+266.1%
GE vs OKLO
+130.2%
+135.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.5% |
| 7D | +2.7% | +1.6% | +1.1% | +2.5% |
| 30D | +8.1% | -17.6% | +25.7% | +9.3% |
| 3M | -7.9% | -48.5% | +40.6% | -3.8% |
| 6M | +12.9% | -65.7% | +78.6% | +20.7% |
| YTD | +8.2% | -66.7% | +74.8% | +14.6% |
| 1Y | +9.7% | -76.5% | +86.1% | +18.4% |
| 3Y | +266.1% | +132.5% | +133.7% | +248.8% |
| All | +266.1% | +130.2% | +135.9% | +248.8% |
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