-0.2%
DASH vs OKLO
+150.9%
-151.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -0.9% |
| 7D | -2.8% | +6.8% | -9.6% | -3.7% |
| 30D | -9.3% | -27.7% | +18.4% | -7.0% |
| 3M | -15.1% | -43.6% | +28.5% | -11.3% |
| 6M | +8.7% | -65.4% | +74.1% | +17.8% |
| YTD | -21.3% | -65.0% | +43.7% | -16.2% |
| 1Y | -12.7% | -77.5% | +64.8% | -3.7% |
| 3Y | +103.8% | +143.6% | -39.8% | +81.6% |
| 5Y | -16.8% | +154.7% | -171.5% | -26.9% |
| All | -0.2% | +150.9% | -151.1% | -11.2% |
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