+134.7%
GLW vs OKLO
-39.6%
+174.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.9% |
| 7D | +16.9% | +7.7% | +9.2% | +14.8% |
| 30D | +7.0% | -4.3% | +11.3% | +7.6% |
| 3M | -3.0% | -24.6% | +21.7% | +2.7% |
| 6M | +31.0% | -31.1% | +62.1% | +40.6% |
| YTD | +93.4% | -40.7% | +134.1% | +107.6% |
| 1Y | +134.7% | -42.4% | +177.2% | +162.9% |
| All | +134.7% | -39.6% | +174.3% | +162.9% |
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 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