-3.9%
GLD vs OKLO
-76.1%
+72.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.5% |
| 7D | -2.0% | +16.9% | -18.9% | -3.9% |
| 30D | -4.4% | -19.7% | +15.3% | -2.2% |
| 3M | -8.9% | -45.0% | +36.1% | -3.0% |
| 6M | -16.0% | -66.9% | +50.9% | -6.1% |
| YTD | -7.9% | -64.0% | +56.1% | +1.5% |
| 1Y | -3.9% | -75.2% | +71.3% | +6.7% |
| All | -3.9% | -76.1% | +72.2% | +6.7% |
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 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