+313.5%
OKLO vs GRMN
+112.2%
+201.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.6% | +3.6% |
| 7D | +2.8% | -2.9% | +5.7% | +3.7% |
| 30D | -4.0% | -8.4% | +4.4% | -1.4% |
| 3M | -36.9% | +15.0% | -51.9% | -39.8% |
| 6M | -37.1% | +11.2% | -48.3% | -39.2% |
| YTD | -42.5% | +37.7% | -80.2% | -47.4% |
| 1Y | -40.7% | +18.5% | -59.2% | -44.0% |
| 3Y | +299.1% | +175.8% | +123.3% | +250.3% |
| 5Y | +317.3% | +75.1% | +242.2% | +270.1% |
| All | +313.5% | +112.2% | +201.3% | +256.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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