+331.3%
GLW vs OKLO
+143.6%
+187.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.5% | +3.2% | -2.5% |
| 7D | -11.1% | +6.8% | -17.9% | -11.9% |
| 30D | -28.4% | -27.7% | -0.7% | -25.8% |
| 3M | -28.8% | -43.6% | +14.8% | -24.4% |
| 6M | -39.8% | -65.4% | +25.6% | -33.1% |
| YTD | +28.7% | -65.0% | +93.8% | +41.4% |
| 1Y | +27.7% | -77.5% | +105.2% | +44.0% |
| 3Y | +331.3% | +143.6% | +187.7% | +319.7% |
| All | +331.3% | +143.6% | +187.7% | +319.7% |
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