-14.4%
DHR vs OKLO
+333.1%
-347.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.9% | -6.1% | -1.2% |
| 7D | -0.8% | +12.4% | -13.2% | -0.9% |
| 30D | +0.2% | -10.6% | +10.8% | +0.3% |
| 3M | +12.1% | -26.5% | +38.6% | +12.3% |
| 6M | +5.4% | -25.6% | +31.1% | +5.4% |
| YTD | -10.0% | -39.6% | +29.7% | -9.9% |
| 1Y | +4.1% | -38.8% | +42.8% | +3.6% |
| 3Y | -5.2% | +318.1% | -323.2% | -12.5% |
| 5Y | -28.2% | +339.7% | -367.9% | -34.5% |
| All | -14.4% | +333.1% | -347.5% | -21.7% |
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 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