+107.0%
DDOG vs OKLO
+298.8%
-191.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.3% | +4.7% | -1.2% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | -10.2% | -15.2% | +5.0% | -9.4% |
| 3M | -2.6% | -26.2% | +23.6% | -1.3% |
| 6M | +80.1% | -35.0% | +115.2% | +81.7% |
| YTD | +63.0% | -44.4% | +107.5% | +65.5% |
| 1Y | +59.4% | -45.9% | +105.3% | +59.5% |
| 3Y | +127.0% | +284.9% | -157.9% | +91.1% |
| 5Y | +61.7% | +305.3% | -243.6% | +29.0% |
| All | +107.0% | +298.8% | -191.8% | +72.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling