+39.4%
GM vs OKLO
-81.5%
+120.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.8% | +10.5% | +5.1% |
| 7D | +12.1% | -18.4% | +30.5% | +14.0% |
| 30D | +15.2% | -38.5% | +53.7% | +20.0% |
| 3M | +4.9% | -48.9% | +53.8% | +10.6% |
| 6M | +22.6% | -67.8% | +90.4% | +33.6% |
| YTD | +14.4% | -69.2% | +83.6% | +22.5% |
| 1Y | +39.4% | -80.3% | +119.7% | +53.4% |
| All | +39.4% | -81.5% | +120.9% | +53.4% |
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