+228.2%
GS vs OKLO
+312.7%
-84.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -0.2% |
| 7D | +0.9% | +2.8% | -1.9% | +0.7% |
| 30D | -1.6% | -4.0% | +2.4% | -1.5% |
| 3M | -4.5% | -36.9% | +32.4% | -1.3% |
| 6M | +20.9% | -37.1% | +58.0% | +24.0% |
| YTD | +19.9% | -42.5% | +62.4% | +23.2% |
| 1Y | +41.4% | -40.7% | +82.1% | +43.4% |
| 3Y | +239.2% | +299.1% | -60.0% | +187.5% |
| 5Y | +185.0% | +317.3% | -132.2% | +136.0% |
| All | +228.2% | +312.7% | -84.5% | +178.2% |
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