-80.3%
OKLO vs GME
+15.0%
-95.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.6% | -9.4% | -6.7% |
| 7D | -18.4% | +7.8% | -26.2% | -20.0% |
| 30D | -38.5% | -0.4% | -38.1% | -38.4% |
| 3M | -48.9% | +30.9% | -79.8% | -52.8% |
| 6M | -67.8% | +5.5% | -73.2% | -67.7% |
| YTD | -69.2% | +25.2% | -94.4% | -72.7% |
| 1Y | -80.3% | +14.4% | -94.7% | -82.1% |
| All | -80.3% | +15.0% | -95.2% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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