+332.6%
OKLO vs GME
-55.8%
+388.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.3% | -7.0% | -2.4% |
| 7D | +7.7% | +4.8% | +2.9% | +7.0% |
| 30D | -4.3% | +5.9% | -10.2% | -5.0% |
| 3M | -24.6% | -10.7% | -13.9% | -23.7% |
| 6M | -31.1% | -19.8% | -11.3% | -29.2% |
| YTD | -40.7% | -0.9% | -39.7% | -40.8% |
| 1Y | -42.4% | -15.7% | -26.8% | -41.4% |
| 3Y | +310.9% | +12.3% | +298.6% | +288.8% |
| 5Y | +332.6% | -60.1% | +392.7% | +313.1% |
| All | +332.6% | -55.8% | +388.4% | +313.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling