+18.6%
DASH vs OKLO
+312.7%
-294.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.6% | -8.2% | -5.0% |
| 7D | -10.6% | +2.8% | -13.4% | -10.8% |
| 30D | +2.2% | -4.0% | +6.2% | +2.2% |
| 3M | +32.3% | -36.9% | +69.2% | +37.0% |
| 6M | +19.1% | -37.1% | +56.3% | +22.0% |
| YTD | -6.5% | -42.5% | +36.0% | -4.2% |
| 1Y | -14.9% | -40.7% | +25.8% | -13.8% |
| 3Y | +151.9% | +299.1% | -147.2% | +116.0% |
| 5Y | +9.4% | +317.3% | -307.8% | -6.9% |
| All | +18.6% | +312.7% | -294.1% | +1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling