+262.9%
OKLO vs GAP
-14.8%
+277.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.9% | -12.0% | -9.6% |
| 7D | -12.2% | -4.1% | -8.1% | -11.7% |
| 30D | -19.7% | +6.2% | -26.0% | -20.8% |
| 3M | -37.4% | -0.7% | -36.7% | -37.7% |
| 6M | -42.3% | -7.1% | -35.2% | -42.0% |
| YTD | -49.5% | -14.1% | -35.5% | -48.8% |
| 1Y | -54.7% | -8.5% | -46.2% | -54.6% |
| 3Y | +249.6% | +115.4% | +134.2% | +242.8% |
| 5Y | +268.1% | +9.8% | +258.3% | +263.1% |
| All | +262.9% | -14.8% | +277.8% | +261.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling