+16.6%
GS vs OKLO
-76.1%
+92.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.2% | +1.3% |
| 7D | -0.1% | +16.9% | -17.0% | -3.4% |
| 30D | +3.7% | -19.7% | +23.4% | +7.3% |
| 3M | -10.0% | -45.0% | +35.0% | -0.7% |
| 6M | -1.0% | -66.9% | +65.9% | +17.6% |
| YTD | +7.0% | -64.0% | +70.9% | +20.5% |
| 1Y | +16.6% | -75.2% | +91.8% | +38.3% |
| All | +16.6% | -76.1% | +92.7% | +38.3% |
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