+310.9%
OKLO vs DBX
+23.5%
+287.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -4.0% | -2.3% |
| 7D | +7.7% | +0.3% | +7.5% | +7.5% |
| 30D | -4.3% | 0.0% | -4.3% | -4.5% |
| 3M | -24.6% | +26.1% | -50.7% | -30.4% |
| 6M | -31.1% | +29.4% | -60.5% | -38.2% |
| YTD | -40.7% | +24.4% | -65.1% | -45.9% |
| 1Y | -42.4% | +10.9% | -53.3% | -44.6% |
| All | +310.9% | +23.5% | +287.4% | +263.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling