+262.9%
OKLO vs GDXJ
+189.7%
+73.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.1% | -10.2% | -9.6% |
| 7D | -12.2% | -2.8% | -9.4% | -11.1% |
| 30D | -19.7% | +5.0% | -24.7% | -21.5% |
| 3M | -37.4% | +24.1% | -61.5% | -43.1% |
| 6M | -42.3% | -7.4% | -34.9% | -40.7% |
| YTD | -49.5% | +10.2% | -59.7% | -51.1% |
| 1Y | -54.7% | +42.5% | -97.2% | -59.2% |
| 3Y | +249.6% | +285.7% | -36.1% | +164.0% |
| 5Y | +268.1% | +231.9% | +36.2% | +177.3% |
| All | +262.9% | +189.7% | +73.3% | +175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 10y: compounded portfolio wealth divided by compounded GDXJ 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…
10y analysis · Full analysis span regression · 6 months rolling