+334.0%
OKLO vs GME
-58.0%
+392.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.4% | +5.1% |
| 7D | +12.4% | +0.4% | +12.0% | +12.3% |
| 30D | -10.6% | -1.4% | -9.1% | -10.4% |
| 3M | -26.5% | -15.1% | -11.4% | -25.1% |
| 6M | -25.6% | -22.5% | -3.2% | -23.3% |
| YTD | -39.6% | -5.9% | -33.7% | -39.4% |
| 1Y | -38.8% | -18.6% | -20.1% | -37.3% |
| 3Y | +318.1% | +6.7% | +311.4% | +299.9% |
| 5Y | +339.7% | -62.0% | +401.7% | +319.4% |
| All | +334.0% | -58.0% | +392.0% | +316.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling