-3.9%
DASH vs OKLO
+139.2%
-143.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.4% |
| 7D | -4.5% | +1.6% | -6.1% | -4.8% |
| 30D | -6.8% | -17.6% | +10.8% | -5.5% |
| 3M | -20.7% | -48.5% | +27.8% | -16.5% |
| 6M | +15.1% | -65.7% | +80.7% | +24.7% |
| YTD | -24.3% | -66.7% | +42.4% | -19.0% |
| 1Y | -12.1% | -76.5% | +64.3% | -3.5% |
| 3Y | +91.1% | +132.5% | -41.4% | +71.1% |
| 5Y | -30.3% | +142.8% | -173.1% | -38.4% |
| All | -3.9% | +139.2% | -143.1% | -14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling