+132.5%
OKLO vs GME
+106.8%
+25.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.3% |
| 7D | +1.6% | +2.9% | -1.3% | +1.0% |
| 30D | -17.6% | -4.8% | -12.8% | -16.7% |
| 3M | -48.5% | +39.2% | -87.7% | -51.9% |
| 6M | -65.7% | +17.1% | -82.7% | -66.9% |
| YTD | -66.7% | +28.7% | -95.4% | -68.6% |
| 1Y | -76.5% | +23.3% | -99.8% | -77.6% |
| 3Y | +132.5% | +112.9% | +19.5% | +86.7% |
| All | +132.5% | +106.8% | +25.7% | +86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling