+0.8%
DASH vs OKLO
+92.0%
-91.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -13.2% | +3.8% | -8.2% |
| 7D | +0.5% | -28.4% | +28.9% | +3.5% |
| 30D | -7.1% | -50.2% | +43.1% | -1.1% |
| 3M | -13.2% | -55.3% | +42.1% | -7.2% |
| 6M | +8.3% | -71.9% | +80.2% | +19.7% |
| YTD | -20.6% | -73.2% | +52.7% | -13.0% |
| 1Y | -24.4% | -84.2% | +59.8% | -13.5% |
| 3Y | +94.5% | +86.4% | +8.1% | +78.3% |
| 5Y | -9.4% | +94.9% | -104.4% | -18.2% |
| All | +0.8% | +92.0% | -91.2% | -7.8% |
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