+45.4%
GILD vs OKLO
-81.5%
+126.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.8% | +10.0% | +4.2% |
| 7D | +9.6% | -18.4% | +28.0% | +9.7% |
| 30D | +20.6% | -38.5% | +59.1% | +21.0% |
| 3M | +29.7% | -48.9% | +78.7% | +30.2% |
| 6M | +33.1% | -67.8% | +100.9% | +33.9% |
| YTD | +44.7% | -69.2% | +113.9% | +45.4% |
| 1Y | +45.4% | -80.3% | +125.6% | +45.8% |
| All | +45.4% | -81.5% | +126.8% | +45.8% |
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 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