+174.6%
GS vs OKLO
+92.0%
+82.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -13.2% | +6.8% | -5.2% |
| 7D | -6.3% | -28.4% | +22.0% | -3.6% |
| 30D | -3.1% | -50.2% | +47.0% | +2.8% |
| 3M | -17.7% | -55.3% | +37.7% | -12.2% |
| 6M | -4.6% | -71.9% | +67.4% | +5.1% |
| YTD | +0.3% | -73.2% | +73.5% | +9.9% |
| 1Y | +11.7% | -84.2% | +95.9% | +26.0% |
| 3Y | +183.6% | +86.4% | +97.2% | +155.9% |
| 5Y | +141.0% | +94.9% | +46.0% | +112.6% |
| All | +174.6% | +92.0% | +82.6% | +148.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling