-40.7%
OKLO vs DG
+23.4%
-64.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +3.3% |
| 7D | +2.8% | +8.4% | -5.6% | +1.3% |
| 30D | -4.0% | +4.9% | -8.9% | -4.9% |
| 3M | -36.9% | +29.3% | -66.2% | -41.5% |
| 6M | -37.1% | -11.3% | -25.9% | -33.8% |
| YTD | -42.5% | +1.8% | -44.2% | -42.3% |
| 1Y | -40.7% | +25.3% | -66.0% | -48.3% |
| All | -40.7% | +23.4% | -64.1% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling