+2.8%
GLD vs OKLO
-81.5%
+84.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.8% | +9.5% | +4.4% |
| 7D | -0.3% | -18.4% | +18.2% | +2.0% |
| 30D | -1.9% | -38.5% | +36.6% | +3.6% |
| 3M | -0.4% | -48.9% | +48.5% | +6.7% |
| 6M | -10.2% | -67.8% | +57.6% | +0.5% |
| YTD | -6.0% | -69.2% | +63.2% | +5.2% |
| 1Y | +2.8% | -80.3% | +83.1% | +16.7% |
| All | +2.8% | -81.5% | +84.3% | +16.7% |
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