+310.9%
OKLO vs GAP
+108.0%
+202.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.8% | -0.5% |
| 7D | +7.7% | -3.2% | +10.9% | +8.6% |
| 30D | -4.3% | -0.7% | -3.6% | -4.8% |
| 3M | -24.6% | -0.5% | -24.2% | -25.3% |
| 6M | -31.1% | -5.0% | -26.1% | -31.1% |
| YTD | -40.7% | -14.7% | -26.0% | -39.2% |
| 1Y | -42.4% | -8.6% | -33.8% | -42.3% |
| All | +310.9% | +108.0% | +202.9% | +297.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling