-14.9%
DASH vs OKLO
-42.7%
+27.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.6% | -8.2% | -5.0% |
| 7D | -10.6% | +2.8% | -13.4% | -10.9% |
| 30D | +2.2% | -4.0% | +6.2% | +2.2% |
| 3M | +32.3% | -36.9% | +69.2% | +38.4% |
| 6M | +19.1% | -37.1% | +56.3% | +22.0% |
| YTD | -6.5% | -42.5% | +36.0% | -4.6% |
| 1Y | -14.9% | -40.7% | +25.8% | -7.1% |
| All | -14.9% | -42.7% | +27.8% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 1y: compounded portfolio wealth divided by compounded OKLO 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…
1y analysis · Full analysis span regression · 6 months rolling