-10.0%
DHR vs OKLO
+141.6%
-151.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.5% | +0.4% |
| 7D | +1.2% | +1.6% | -0.4% | +1.2% |
| 30D | +3.7% | -17.6% | +21.3% | +3.8% |
| 3M | +14.5% | -48.5% | +63.0% | +15.1% |
| 6M | +40.9% | -65.7% | +106.6% | +42.2% |
| YTD | +2.4% | -66.7% | +69.1% | +3.0% |
| 1Y | +6.1% | -76.5% | +82.6% | +7.1% |
| 3Y | +21.0% | +132.5% | -111.5% | +14.6% |
| All | -10.0% | +141.6% | -151.6% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling