+137.0%
GLD vs OKLO
+333.1%
-196.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.9% | -6.7% | -1.9% |
| 7D | +0.7% | +12.4% | -11.7% | +0.3% |
| 30D | +0.3% | -10.6% | +10.9% | +0.6% |
| 3M | +0.6% | -26.5% | +27.1% | +1.4% |
| 6M | -15.6% | -25.6% | +10.1% | -15.1% |
| YTD | +0.9% | -39.6% | +40.5% | +1.8% |
| 1Y | +19.4% | -38.8% | +58.1% | +20.5% |
| 3Y | +124.5% | +318.1% | -193.6% | +109.7% |
| 5Y | +138.9% | +339.7% | -200.8% | +122.6% |
| All | +137.0% | +333.1% | -196.1% | +120.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling