+313.5%
OKLO vs GH
+35.1%
+278.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.5% |
| 7D | +2.8% | -0.1% | +2.9% | +2.8% |
| 30D | -4.0% | -1.1% | -2.9% | -3.8% |
| 3M | -36.9% | +21.3% | -58.2% | -39.3% |
| 6M | -37.1% | +73.5% | -110.7% | -43.6% |
| YTD | -42.5% | +58.0% | -100.5% | -47.5% |
| 1Y | -40.7% | +163.1% | -203.8% | -50.8% |
| 3Y | +299.1% | +361.0% | -61.9% | +198.9% |
| 5Y | +317.3% | +22.5% | +294.7% | +209.3% |
| All | +313.5% | +35.1% | +278.5% | +208.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling