+119.0%
GLD vs OKLO
+150.9%
-31.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.5% | +3.8% | -2.4% |
| 7D | +2.8% | +6.8% | -4.0% | +2.4% |
| 30D | -4.0% | -27.7% | +23.7% | -3.0% |
| 3M | -8.2% | -43.6% | +35.4% | -6.6% |
| 6M | -14.8% | -65.4% | +50.5% | -12.3% |
| YTD | -6.8% | -65.0% | +58.2% | -4.3% |
| 1Y | -2.4% | -77.5% | +75.1% | +0.8% |
| 3Y | +105.8% | +143.6% | -37.8% | +95.7% |
| 5Y | +113.3% | +154.7% | -41.4% | +102.6% |
| All | +119.0% | +150.9% | -31.9% | +107.5% |
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