+321.1%
OKLO vs GTLB
-47.1%
+368.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.5% |
| 7D | +2.8% | +11.1% | -8.2% | +1.6% |
| 30D | -4.0% | +37.8% | -41.8% | -7.4% |
| 3M | -36.9% | +61.6% | -98.5% | -40.2% |
| 6M | -37.1% | +98.9% | -136.1% | -42.3% |
| YTD | -42.5% | +32.8% | -75.3% | -44.8% |
| 1Y | -40.7% | +14.7% | -55.4% | -42.4% |
| 3Y | +299.1% | +1.3% | +297.8% | +296.6% |
| All | +321.1% | -47.1% | +368.3% | +319.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling