-8.5%
DASH vs OKLO
-80.4%
+71.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +22.7% | -22.8% | -2.2% |
| 7D | +0.4% | -6.7% | +7.1% | +0.8% |
| 30D | -6.0% | -36.0% | +30.0% | -2.4% |
| 3M | -15.8% | -44.2% | +28.4% | -11.9% |
| 6M | +7.0% | -70.4% | +77.4% | +18.3% |
| YTD | -20.7% | -67.2% | +46.5% | -16.4% |
| 1Y | -8.5% | -77.9% | +69.4% | -1.1% |
| All | -8.5% | -80.4% | +71.8% | -1.1% |
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 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