+313.5%
OKLO vs DBX
+13.5%
+300.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.0% | +4.0% |
| 7D | +2.8% | -2.4% | +5.3% | +3.2% |
| 30D | -4.0% | -0.5% | -3.5% | -3.9% |
| 3M | -36.9% | +28.1% | -64.9% | -39.9% |
| 6M | -37.1% | +33.1% | -70.2% | -41.3% |
| YTD | -42.5% | +25.3% | -67.8% | -45.6% |
| 1Y | -40.7% | +18.3% | -59.1% | -43.2% |
| 3Y | +299.1% | +25.0% | +274.1% | +275.1% |
| 5Y | +317.3% | +7.5% | +309.8% | +290.5% |
| All | +313.5% | +13.5% | +300.1% | +286.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling