+0.3%
GLD vs OKLO
-77.1%
+77.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +14.0% | -12.1% | +0.4% |
| 7D | +4.9% | +14.1% | -9.2% | +3.2% |
| 30D | -1.3% | -22.7% | +21.3% | +1.4% |
| 3M | -4.8% | -44.6% | +39.8% | +1.3% |
| 6M | -12.5% | -63.0% | +50.5% | -3.5% |
| YTD | -4.2% | -62.6% | +58.4% | +5.0% |
| All | +0.3% | -77.1% | +77.4% | +11.1% |
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