+270.7%
OKLO vs GNRC
-58.7%
+329.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.9% | -12.1% | -9.9% |
| 7D | -12.2% | -0.2% | -12.0% | -12.2% |
| 30D | -19.7% | -15.7% | -4.0% | -16.3% |
| 3M | -37.4% | -27.3% | -10.1% | -32.6% |
| 6M | -42.3% | -12.1% | -30.2% | -40.5% |
| YTD | -49.5% | +37.1% | -86.6% | -52.6% |
| 1Y | -54.7% | -0.5% | -54.2% | -54.7% |
| 3Y | +249.6% | +61.5% | +188.1% | +233.5% |
| All | +270.7% | -58.7% | +329.4% | +249.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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