+96.9%
GLD vs OKLO
+130.2%
-33.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.2% |
| 7D | -4.6% | +1.6% | -6.2% | -4.7% |
| 30D | -5.5% | -17.6% | +12.2% | -4.9% |
| 3M | -10.9% | -48.5% | +37.6% | -9.0% |
| 6M | -17.4% | -65.7% | +48.2% | -14.9% |
| YTD | -10.3% | -66.7% | +56.4% | -7.7% |
| 1Y | -7.2% | -76.5% | +69.3% | -4.1% |
| 3Y | +96.9% | +132.5% | -35.5% | +76.8% |
| All | +96.9% | +130.2% | -33.3% | +76.8% |
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