+199.0%
GS vs OKLO
+143.6%
+55.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +7.0% | +1.0% |
| 7D | +1.6% | +6.8% | -5.2% | +0.7% |
| 30D | +1.7% | -27.7% | +29.4% | +4.1% |
| 3M | -11.6% | -43.6% | +32.0% | -7.8% |
| 6M | -1.9% | -65.4% | +63.5% | +5.7% |
| YTD | +5.1% | -65.0% | +70.1% | +12.0% |
| 1Y | +16.4% | -77.5% | +93.9% | +27.2% |
| 3Y | +199.0% | +143.6% | +55.4% | +175.1% |
| All | +199.0% | +143.6% | +55.4% | +175.1% |
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