+262.9%
OKLO vs GH
+31.7%
+231.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.0% | -8.1% | -9.0% |
| 7D | -12.2% | -2.5% | -9.7% | -11.8% |
| 30D | -19.7% | -4.7% | -15.1% | -19.0% |
| 3M | -37.4% | +20.2% | -57.6% | -39.7% |
| 6M | -42.3% | +78.8% | -121.1% | -48.4% |
| YTD | -49.5% | +54.1% | -103.6% | -53.7% |
| 1Y | -54.7% | +177.1% | -231.8% | -62.7% |
| 3Y | +249.6% | +371.6% | -122.0% | +163.2% |
| 5Y | +268.1% | +21.9% | +246.2% | +174.3% |
| All | +262.9% | +31.7% | +231.2% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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