+40.6%
GLW vs OKLO
-81.5%
+122.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.8% | 0.0% | -3.9% |
| 7D | -9.5% | -18.4% | +9.0% | -3.1% |
| 30D | -25.5% | -38.5% | +13.0% | -12.3% |
| 3M | -25.6% | -48.9% | +23.4% | -8.3% |
| 6M | -25.5% | -67.8% | +42.3% | +4.3% |
| YTD | +36.4% | -69.2% | +105.5% | +82.0% |
| 1Y | +40.6% | -80.3% | +120.9% | +105.1% |
| All | +40.6% | -81.5% | +122.1% | +105.1% |
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