+120.9%
GLD vs OKLO
+135.5%
-14.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +22.7% | -23.4% | -1.6% |
| 7D | +4.7% | -6.7% | +11.4% | +4.8% |
| 30D | -0.9% | -36.0% | +35.1% | +0.6% |
| 3M | -4.4% | -44.2% | +39.8% | -2.7% |
| 6M | -13.6% | -70.4% | +56.9% | -10.5% |
| YTD | -6.0% | -67.2% | +61.2% | -3.2% |
| 1Y | +1.8% | -77.9% | +79.7% | +5.3% |
| 3Y | +103.2% | +128.4% | -25.2% | +93.7% |
| 5Y | +119.3% | +139.1% | -19.8% | +108.8% |
| All | +120.9% | +135.5% | -14.6% | +109.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling