+59.9%
DIA vs OKLO
+319.3%
-259.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.1% | -1.3% |
| 7D | +0.1% | +12.4% | -12.4% | -0.4% |
| 30D | -2.1% | -10.6% | +8.5% | -1.8% |
| 3M | +4.2% | -26.5% | +30.7% | +5.0% |
| 6M | +11.9% | -25.6% | +37.5% | +12.3% |
| YTD | +10.8% | -39.6% | +50.5% | +11.7% |
| 1Y | +17.5% | -38.8% | +56.3% | +17.7% |
| 3Y | +59.9% | +318.1% | -258.1% | +46.5% |
| All | +59.9% | +319.3% | -259.3% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling