+128.4%
OKLO vs D
+79.5%
+48.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -1.5% | +24.1% | +22.7% |
| 7D | -6.7% | +3.0% | -9.7% | -6.9% |
| 30D | -36.0% | +11.5% | -47.5% | -36.7% |
| 3M | -44.2% | +3.7% | -47.9% | -44.3% |
| 6M | -70.4% | +13.5% | -84.0% | -70.8% |
| YTD | -67.2% | +20.7% | -87.9% | -68.0% |
| 1Y | -77.9% | +18.2% | -96.2% | -78.4% |
| 3Y | +128.4% | +73.3% | +55.1% | +115.7% |
| All | +128.4% | +79.5% | +48.9% | +115.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling