+298.4%
OKLO vs DFNS
-99.9%
+398.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.6% |
| 7D | +2.8% | -16.0% | +18.8% | +3.0% |
| 30D | -4.0% | -77.7% | +73.7% | -2.5% |
| 3M | -36.9% | -77.2% | +40.3% | -38.0% |
| 6M | -37.1% | -95.2% | +58.0% | -37.3% |
| YTD | -42.5% | -98.0% | +55.5% | -42.3% |
| 1Y | -40.7% | -98.3% | +57.6% | -40.4% |
| All | +298.4% | -99.9% | +398.2% | +284.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling