+12.3%
DASH vs OKLO
+333.1%
-320.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.9% | -10.3% | -5.8% |
| 7D | -11.2% | +12.4% | -23.6% | -12.2% |
| 30D | -7.3% | -10.6% | +3.2% | -6.6% |
| 3M | +31.4% | -26.5% | +58.0% | +34.3% |
| 6M | +11.9% | -25.6% | +37.5% | +12.8% |
| YTD | -11.5% | -39.6% | +28.1% | -9.7% |
| 1Y | -20.0% | -38.8% | +18.7% | -19.3% |
| 3Y | +143.9% | +318.1% | -174.1% | +108.0% |
| 5Y | -0.2% | +339.7% | -339.9% | -15.5% |
| All | +12.3% | +333.1% | -320.8% | -4.3% |
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