+141.4%
OKLO vs GD
+99.6%
+41.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +1.6% | +2.7% | -1.1% | +1.1% |
| 30D | -17.6% | +8.6% | -26.2% | -18.9% |
| 3M | -48.5% | -7.1% | -41.4% | -47.7% |
| 6M | -65.7% | +7.5% | -73.1% | -66.3% |
| YTD | -66.7% | +9.9% | -76.6% | -67.3% |
| 1Y | -76.5% | +7.6% | -84.0% | -76.8% |
| 3Y | +132.5% | +56.2% | +76.3% | +124.3% |
| All | +141.4% | +99.6% | +41.8% | +130.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling