+114.5%
OKLO vs DECK
-11.0%
+125.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.0% | -11.8% | -8.1% |
| 7D | -18.4% | +10.4% | -28.8% | -21.7% |
| 30D | -38.5% | +11.1% | -49.6% | -41.2% |
| 3M | -48.9% | -10.8% | -38.2% | -47.1% |
| 6M | -67.8% | -8.7% | -59.0% | -67.0% |
| YTD | -69.2% | -14.0% | -55.1% | -68.2% |
| 1Y | -80.3% | +12.0% | -92.3% | -82.0% |
| All | +114.5% | -11.0% | +125.5% | +153.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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