+142.4%
GILD vs OKLO
+267.3%
-124.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.2% | +8.4% | -0.7% |
| 7D | -4.8% | -12.2% | +7.4% | -4.8% |
| 30D | +5.8% | -19.7% | +25.5% | +5.8% |
| 3M | +14.9% | -37.4% | +52.3% | +14.9% |
| 6M | -0.4% | -42.3% | +41.9% | -0.3% |
| YTD | +18.5% | -49.5% | +68.1% | +18.5% |
| 1Y | +25.1% | -54.7% | +79.8% | +25.2% |
| 3Y | +105.9% | +249.6% | -143.7% | +105.4% |
| All | +142.4% | +267.3% | -124.9% | +144.3% |
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