+303.6%
OKLO vs GEHC
+2.6%
+301.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.4% | -4.9% | -5.9% |
| 7D | +0.1% | -7.9% | +8.0% | +2.3% |
| 30D | -15.2% | -11.7% | -3.5% | -12.2% |
| 3M | -26.2% | +0.8% | -27.0% | -27.0% |
| 6M | -35.0% | -11.6% | -23.4% | -33.1% |
| YTD | -44.4% | -21.6% | -22.9% | -41.1% |
| 1Y | -45.9% | -15.3% | -30.6% | -43.9% |
| 3Y | +284.9% | -0.5% | +285.4% | +289.0% |
| All | +303.6% | +2.6% | +301.1% | +307.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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