+59.7%
DIA vs OKLO
+130.2%
-70.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.2% |
| 7D | +2.1% | +1.6% | +0.6% | +2.0% |
| 30D | +1.5% | -17.6% | +19.1% | +2.0% |
| 3M | -2.4% | -48.5% | +46.1% | -0.5% |
| 6M | +6.0% | -65.7% | +71.6% | +9.2% |
| YTD | +10.1% | -66.7% | +76.7% | +12.9% |
| 1Y | +11.8% | -76.5% | +88.3% | +15.6% |
| 3Y | +59.7% | +132.5% | -72.7% | +50.0% |
| All | +59.7% | +130.2% | -70.5% | +50.0% |
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