+313.5%
OKLO vs DFNS
-99.9%
+413.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -37.4% |
| YTD | -42.5% | -98.0% | +55.5% | -42.2% |
| 1Y | -40.7% | -98.3% | +57.6% | -40.4% |
| 3Y | +299.1% | -99.9% | +399.0% | +283.9% |
| 5Y | +317.3% | -99.9% | +417.1% | +297.8% |
| All | +313.5% | -99.9% | +413.4% | +292.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling