+86.2%
OKLO vs GD
+55.3%
+30.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -2.3% | -10.9% | -12.4% |
| 7D | -28.4% | -3.9% | -24.5% | -27.3% |
| 30D | -50.2% | +8.1% | -58.3% | -51.5% |
| 3M | -55.3% | -6.8% | -48.6% | -54.2% |
| 6M | -71.9% | +3.0% | -74.9% | -72.5% |
| YTD | -73.2% | +7.8% | -81.0% | -74.0% |
| 1Y | -84.2% | +5.8% | -90.0% | -84.5% |
| All | +86.2% | +55.3% | +30.9% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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