+338.4%
OKLO vs GEHC
+6.6%
+331.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.0% | +8.0% | +5.8% |
| 7D | +12.4% | -5.2% | +17.6% | +14.0% |
| 30D | -10.6% | -7.0% | -3.6% | -8.8% |
| 3M | -26.5% | +3.3% | -29.8% | -27.8% |
| 6M | -25.6% | -10.0% | -15.7% | -23.8% |
| YTD | -39.6% | -18.5% | -21.2% | -36.7% |
| 1Y | -38.8% | -14.4% | -24.4% | -36.7% |
| 3Y | +318.1% | +3.4% | +314.6% | +318.0% |
| All | +338.4% | +6.6% | +331.7% | +337.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling