+110.4%
GLD vs OKLO
+144.5%
-34.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.5% | +2.6% | -2.6% |
| 7D | -5.5% | +27.3% | -32.8% | -6.4% |
| 30D | -7.0% | -23.1% | +16.0% | -6.3% |
| 3M | -12.4% | -45.8% | +33.5% | -10.7% |
| 6M | -18.0% | -66.8% | +48.8% | -15.4% |
| YTD | -10.5% | -65.9% | +55.5% | -8.0% |
| 1Y | -8.1% | -78.0% | +69.9% | -5.0% |
| 3Y | +97.7% | +137.4% | -39.7% | +88.2% |
| 5Y | +103.4% | +148.2% | -44.8% | +93.4% |
| All | +110.4% | +144.5% | -34.1% | +99.5% |
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