-16.5%
DHR vs OKLO
+262.2%
-278.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.2% | +9.0% | -0.1% |
| 7D | -3.6% | -12.2% | +8.6% | -3.5% |
| 30D | -2.7% | -19.7% | +17.0% | -2.6% |
| 3M | +10.9% | -37.4% | +48.3% | +11.4% |
| 6M | +3.0% | -42.3% | +45.3% | +3.3% |
| YTD | -12.2% | -49.5% | +37.3% | -12.0% |
| 1Y | +3.3% | -54.7% | +58.0% | +3.2% |
| 3Y | -8.2% | +249.6% | -257.8% | -15.1% |
| 5Y | -29.9% | +268.1% | -298.0% | -35.9% |
| All | -16.5% | +262.2% | -278.7% | -23.5% |
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 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