-80.3%
OKLO vs DBX
+22.5%
-102.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.3% | -9.1% | -5.4% |
| 7D | -18.4% | -1.1% | -17.3% | -18.5% |
| 30D | -38.5% | +5.0% | -43.5% | -38.0% |
| 3M | -48.9% | +4.6% | -53.6% | -48.5% |
| 6M | -67.8% | +43.9% | -111.7% | -67.1% |
| YTD | -69.2% | +29.9% | -99.0% | -67.6% |
| 1Y | -80.3% | +24.6% | -104.9% | -78.7% |
| All | -80.3% | +22.5% | -102.8% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1y: compounded portfolio wealth divided by compounded DBX 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…
1y analysis · Full analysis span regression · 6 months rolling