+145.0%
OKLO vs D
+12.9%
+132.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.6% | -5.4% |
| 7D | +27.3% | -3.1% | +30.4% | +27.4% |
| 30D | -23.1% | +8.4% | -31.4% | -23.5% |
| 3M | -45.8% | +0.2% | -46.0% | -45.9% |
| 6M | -66.8% | +9.5% | -76.3% | -67.0% |
| YTD | -65.9% | +18.8% | -84.7% | -66.4% |
| 1Y | -78.0% | +14.7% | -92.7% | -78.2% |
| 3Y | +137.4% | +72.9% | +64.4% | +130.4% |
| 5Y | +148.2% | +13.1% | +135.1% | +140.9% |
| All | +145.0% | +12.9% | +132.0% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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