-12.1%
DASH vs OKLO
-78.1%
+66.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.4% |
| 7D | -4.5% | +1.6% | -6.1% | -4.7% |
| 30D | -6.8% | -17.6% | +10.8% | -5.4% |
| 3M | -20.7% | -48.5% | +27.8% | -16.4% |
| 6M | +15.1% | -65.7% | +80.7% | +25.1% |
| YTD | -24.3% | -66.7% | +42.4% | -20.5% |
| 1Y | -12.1% | -76.5% | +64.3% | -5.9% |
| All | -12.1% | -78.1% | +66.0% | -5.9% |
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