+121.6%
OKLO vs DECK
+39.9%
+81.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.0% | -11.8% | -7.2% |
| 7D | -18.4% | +10.4% | -28.8% | -20.4% |
| 30D | -38.5% | +11.1% | -49.6% | -40.1% |
| 3M | -48.9% | -10.8% | -38.2% | -47.8% |
| 6M | -67.8% | -8.7% | -59.0% | -67.3% |
| YTD | -69.2% | -14.0% | -55.1% | -68.5% |
| 1Y | -80.3% | +12.0% | -92.3% | -81.1% |
| 3Y | +114.8% | -10.5% | +125.2% | +137.1% |
| 5Y | +125.3% | +28.5% | +96.8% | +149.5% |
| All | +121.6% | +39.9% | +81.7% | +144.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling