+262.9%
OKLO vs GDDY
+12.0%
+250.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.8% | -10.9% | -9.4% |
| 7D | -12.2% | -3.2% | -9.0% | -12.0% |
| 30D | -19.7% | +6.8% | -26.5% | -20.7% |
| 3M | -37.4% | +30.5% | -67.9% | -40.8% |
| 6M | -42.3% | +13.3% | -55.6% | -44.5% |
| YTD | -49.5% | -21.0% | -28.6% | -47.3% |
| 1Y | -54.7% | -34.0% | -20.7% | -50.4% |
| 3Y | +249.6% | +33.1% | +216.5% | +304.4% |
| 5Y | +268.1% | +30.3% | +237.8% | +325.9% |
| All | +262.9% | +12.0% | +250.9% | +318.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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