+128.5%
GLD vs OKLO
+298.7%
-170.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.4% | -1.0% |
| 7D | -0.5% | +2.8% | -3.3% | -0.6% |
| 30D | +4.4% | -4.0% | +8.4% | +4.4% |
| 3M | -1.1% | -36.9% | +35.8% | +0.1% |
| 6M | -13.8% | -37.1% | +23.4% | -12.9% |
| YTD | +2.6% | -42.5% | +45.1% | +3.8% |
| 1Y | +24.5% | -40.7% | +65.2% | +25.9% |
| All | +128.5% | +298.7% | -170.2% | +108.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling