+378.9%
GLW vs OKLO
+325.7%
+53.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.7% |
| 7D | +16.9% | +7.7% | +9.2% | +16.0% |
| 30D | +7.0% | -4.3% | +11.3% | +7.3% |
| 3M | -3.0% | -24.6% | +21.7% | -0.4% |
| 6M | +31.0% | -31.1% | +62.1% | +35.4% |
| YTD | +93.4% | -40.7% | +134.1% | +100.7% |
| 1Y | +134.7% | -42.4% | +177.2% | +142.6% |
| 3Y | +471.8% | +310.9% | +160.9% | +426.4% |
| 5Y | +394.5% | +332.6% | +61.8% | +349.4% |
| All | +378.9% | +325.7% | +53.2% | +340.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling