+262.9%
OKLO vs GME
-53.0%
+315.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.7% | -12.9% | -9.6% |
| 7D | -12.2% | +10.4% | -22.6% | -13.4% |
| 30D | -19.7% | +14.1% | -33.8% | -21.1% |
| 3M | -37.4% | -4.6% | -32.8% | -37.2% |
| 6M | -42.3% | -13.5% | -28.8% | -41.4% |
| YTD | -49.5% | +5.3% | -54.9% | -50.1% |
| 1Y | -54.7% | -14.9% | -39.8% | -54.0% |
| 3Y | +249.6% | +24.3% | +225.3% | +229.5% |
| 5Y | +268.1% | -55.6% | +323.7% | +246.3% |
| All | +262.9% | -53.0% | +315.9% | +243.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling