-54.7%
OKLO vs GEHC
-15.7%
-39.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.5% | -8.7% | -9.0% |
| 7D | -12.2% | -7.2% | -5.1% | -10.2% |
| 30D | -19.7% | -11.6% | -8.2% | -16.5% |
| 3M | -37.4% | -0.8% | -36.6% | -37.8% |
| 6M | -42.3% | -11.9% | -30.4% | -39.3% |
| YTD | -49.5% | -21.9% | -27.6% | -44.9% |
| 1Y | -54.7% | -17.8% | -36.9% | -49.7% |
| All | -54.7% | -15.7% | -39.1% | -49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling