+16.4%
GS vs OKLO
-78.6%
+95.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +7.0% | +1.6% |
| 7D | +1.6% | +6.8% | -5.2% | -0.1% |
| 30D | +1.7% | -27.7% | +29.4% | +7.1% |
| 3M | -11.6% | -43.6% | +32.0% | -3.1% |
| 6M | -1.9% | -65.4% | +63.5% | +15.4% |
| YTD | +5.1% | -65.0% | +70.1% | +18.9% |
| 1Y | +16.4% | -77.5% | +93.9% | +39.5% |
| All | +16.4% | -78.6% | +95.0% | +39.5% |
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