+313.5%
OKLO vs GAP
-11.2%
+324.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.5% |
| 7D | +2.8% | -4.5% | +7.3% | +3.5% |
| 30D | -4.0% | +9.0% | -13.0% | -5.7% |
| 3M | -36.9% | +5.0% | -41.9% | -37.7% |
| 6M | -37.1% | -17.8% | -19.3% | -35.7% |
| YTD | -42.5% | -10.4% | -32.1% | -42.0% |
| 1Y | -40.7% | -3.4% | -37.3% | -41.0% |
| 3Y | +299.1% | +111.5% | +187.7% | +289.1% |
| 5Y | +317.3% | +8.8% | +308.5% | +309.8% |
| All | +313.5% | -11.2% | +324.7% | +309.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling