+318.1%
OKLO vs GTLB
-8.4%
+326.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.4% | +10.3% | +6.6% |
| 7D | +12.4% | +4.6% | +7.8% | +10.6% |
| 30D | -10.6% | +21.0% | -31.5% | -16.0% |
| 3M | -26.5% | +51.7% | -78.2% | -35.8% |
| 6M | -25.6% | +89.3% | -114.9% | -41.1% |
| YTD | -39.6% | +25.6% | -65.3% | -44.9% |
| 1Y | -38.8% | -1.5% | -37.2% | -39.6% |
| 3Y | +318.1% | -9.9% | +328.0% | +329.5% |
| All | +318.1% | -8.4% | +326.5% | +329.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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