+1.3%
DASH vs OKLO
+168.4%
-167.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +14.0% | -13.3% | -0.6% |
| 7D | -4.8% | +14.1% | -18.9% | -6.2% |
| 30D | -7.9% | -22.7% | +14.7% | -6.1% |
| 3M | -16.3% | -44.6% | +28.2% | -12.5% |
| 6M | +10.4% | -63.0% | +73.4% | +18.8% |
| YTD | -20.1% | -62.6% | +42.5% | -15.4% |
| 1Y | -11.4% | -76.2% | +64.7% | -2.8% |
| 3Y | +114.1% | +160.8% | -46.8% | +89.7% |
| 5Y | -5.8% | +172.5% | -178.2% | -17.7% |
| All | +1.3% | +168.4% | -167.1% | -10.3% |
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