+137.6%
OKLO vs GEHC
+18.3%
+119.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.5% | -5.2% |
| 7D | +27.3% | -2.3% | +29.6% | +28.3% |
| 30D | -23.1% | +19.0% | -42.1% | -27.8% |
| 3M | -45.8% | +13.3% | -59.1% | -48.3% |
| 6M | -66.8% | +31.5% | -98.3% | -70.4% |
| YTD | -65.9% | 0.0% | -65.9% | -66.2% |
| 1Y | -78.0% | +9.4% | -87.4% | -79.0% |
| All | +137.6% | +18.3% | +119.3% | +116.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling