+125.0%
GLD vs OKLO
+168.4%
-43.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +14.0% | -12.1% | +1.4% |
| 7D | +4.9% | +14.1% | -9.2% | +4.3% |
| 30D | -1.3% | -22.7% | +21.3% | -0.6% |
| 3M | -4.8% | -44.6% | +39.8% | -3.0% |
| 6M | -12.5% | -63.0% | +50.5% | -10.1% |
| YTD | -4.2% | -62.6% | +58.4% | -1.9% |
| 1Y | +3.0% | -76.2% | +79.2% | +6.2% |
| 3Y | +109.1% | +160.8% | -51.7% | +98.4% |
| 5Y | +121.6% | +172.5% | -50.9% | +109.9% |
| All | +125.0% | +168.4% | -43.4% | +112.7% |
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