+170.5%
GM vs OKLO
+249.6%
-79.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.2% | +8.6% | -0.2% |
| 7D | -2.4% | -12.2% | +9.8% | -1.9% |
| 30D | -1.1% | -19.7% | +18.6% | -0.3% |
| 3M | +6.1% | -37.4% | +43.5% | +7.9% |
| 6M | +15.0% | -42.3% | +57.3% | +16.7% |
| YTD | +6.0% | -49.5% | +55.5% | +7.8% |
| 1Y | +47.1% | -54.7% | +101.8% | +47.9% |
| 3Y | +170.5% | +249.6% | -79.1% | +121.9% |
| All | +170.5% | +249.6% | -79.1% | +121.9% |
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 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