+143.6%
OKLO vs GD
+61.5%
+82.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.5% | -8.0% | -7.0% |
| 7D | +6.8% | -1.9% | +8.7% | +7.6% |
| 30D | -27.7% | +10.9% | -38.6% | -30.2% |
| 3M | -43.6% | -6.8% | -36.8% | -42.1% |
| 6M | -65.4% | +7.0% | -72.4% | -66.5% |
| YTD | -65.0% | +11.1% | -76.2% | -66.5% |
| 1Y | -77.5% | +7.0% | -84.5% | -78.1% |
| 3Y | +143.6% | +59.9% | +83.7% | +126.3% |
| All | +143.6% | +61.5% | +82.1% | +126.3% |
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