+159.1%
OKLO vs DFNS
-100.0%
+259.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +12.7% | -9.7% | +2.9% |
| 7D | +16.9% | -13.0% | +29.9% | +17.1% |
| 30D | -19.7% | -56.9% | +37.2% | -18.9% |
| 3M | -45.0% | -93.2% | +48.2% | -43.3% |
| 6M | -66.9% | -95.4% | +28.5% | -66.9% |
| YTD | -64.0% | -99.5% | +35.5% | -63.2% |
| 1Y | -75.2% | -99.6% | +24.5% | -74.6% |
| 3Y | +151.1% | -100.0% | +251.0% | +145.6% |
| 5Y | +162.8% | -100.0% | +262.8% | +155.5% |
| All | +159.1% | -100.0% | +259.1% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 10y: compounded portfolio wealth divided by compounded DFNS 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…
10y analysis · Full analysis span regression · 6 months rolling