+94.9%
OKLO vs DECK
+25.8%
+69.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -1.5% | -11.7% | -12.8% |
| 7D | -28.4% | +6.0% | -34.4% | -29.5% |
| 30D | -50.2% | +7.4% | -57.6% | -51.1% |
| 3M | -55.3% | -11.7% | -43.7% | -54.2% |
| 6M | -71.9% | -11.0% | -61.0% | -71.3% |
| YTD | -73.2% | -15.4% | -57.9% | -72.5% |
| 1Y | -84.2% | +7.2% | -91.4% | -84.7% |
| 3Y | +86.4% | -11.8% | +98.2% | +108.0% |
| 5Y | +94.9% | +24.3% | +70.6% | +119.8% |
| All | +94.9% | +25.8% | +69.1% | +119.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling