+139.7%
OKLO vs DBX
+9.2%
+130.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.2% | -2.2% |
| 7D | +1.6% | -3.3% | +4.8% | +1.9% |
| 30D | -17.6% | -5.9% | -11.8% | -17.1% |
| 3M | -48.5% | -6.7% | -41.8% | -48.2% |
| 6M | -65.7% | +28.0% | -93.6% | -67.6% |
| YTD | -66.7% | +20.6% | -87.3% | -68.5% |
| 1Y | -76.5% | +10.3% | -86.8% | -77.2% |
| 3Y | +132.5% | +24.0% | +108.4% | +118.4% |
| 5Y | +142.8% | +24.2% | +118.6% | +127.5% |
| All | +139.7% | +9.2% | +130.5% | +123.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling