-7.2%
GLD vs OKLO
-78.1%
+71.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.4% |
| 7D | -4.6% | +1.6% | -6.2% | -4.8% |
| 30D | -5.5% | -17.6% | +12.2% | -3.6% |
| 3M | -10.9% | -48.5% | +37.6% | -4.5% |
| 6M | -17.4% | -65.7% | +48.2% | -8.1% |
| YTD | -10.3% | -66.7% | +56.4% | -0.3% |
| 1Y | -7.2% | -76.5% | +69.3% | +3.5% |
| All | -7.2% | -78.1% | +71.0% | +3.5% |
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