-17.7%
GS vs OKLO
-55.4%
+37.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -13.2% | +6.8% | -4.4% |
| 7D | -6.3% | -28.4% | +22.0% | -2.1% |
| 30D | -3.1% | -50.2% | +47.0% | +5.2% |
| 3M | -17.7% | -55.3% | +37.7% | -10.0% |
| All | -17.7% | -55.4% | +37.7% | -10.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling