+98.6%
DASH vs OKLO
+148.9%
-50.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.3% |
| 7D | -10.2% | +16.9% | -27.1% | -11.8% |
| 30D | -8.2% | -19.7% | +11.5% | -6.8% |
| 3M | -15.9% | -45.0% | +29.1% | -12.0% |
| 6M | +13.3% | -66.9% | +80.2% | +23.3% |
| YTD | -21.3% | -64.0% | +42.7% | -16.4% |
| 1Y | -11.1% | -75.2% | +64.0% | -2.9% |
| All | +98.6% | +148.9% | -50.3% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling