+19.4%
GLD vs OKLO
-38.6%
+58.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.9% | -6.7% | -2.2% |
| 7D | +0.7% | +12.4% | -11.7% | -0.5% |
| 30D | +0.3% | -10.6% | +10.9% | +1.2% |
| 3M | +0.6% | -26.5% | +27.1% | +3.0% |
| 6M | -15.6% | -25.6% | +10.1% | -14.4% |
| YTD | +0.9% | -39.6% | +40.5% | +3.8% |
| 1Y | +19.4% | -38.8% | +58.1% | +24.5% |
| All | +19.4% | -38.6% | +58.0% | +24.5% |
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 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