+139.7%
OKLO vs GAP
-16.0%
+155.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -2.0% |
| 7D | +1.6% | -1.9% | +3.5% | +1.9% |
| 30D | -17.6% | -7.1% | -10.6% | -16.8% |
| 3M | -48.5% | +4.1% | -52.6% | -49.1% |
| 6M | -65.7% | +1.9% | -67.6% | -66.0% |
| YTD | -66.7% | -15.2% | -51.5% | -66.1% |
| 1Y | -76.5% | -10.6% | -65.8% | -76.3% |
| 3Y | +132.5% | +74.6% | +57.9% | +128.4% |
| 5Y | +142.8% | +3.7% | +139.2% | +139.4% |
| All | +139.7% | -16.0% | +155.6% | +138.8% |
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