+262.9%
OKLO vs DBX
+15.8%
+247.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.5% | -10.6% | -9.4% |
| 7D | -12.2% | +2.1% | -14.3% | -12.6% |
| 30D | -19.7% | +5.7% | -25.5% | -20.6% |
| 3M | -37.4% | +31.8% | -69.2% | -40.7% |
| 6M | -42.3% | +37.5% | -79.7% | -46.5% |
| YTD | -49.5% | +27.9% | -77.4% | -52.4% |
| 1Y | -54.7% | +15.0% | -69.8% | -56.2% |
| 3Y | +249.6% | +27.2% | +222.4% | +227.2% |
| 5Y | +268.1% | +12.8% | +255.3% | +242.7% |
| All | +262.9% | +15.8% | +247.1% | +237.3% |
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