+299.6%
OKLO vs DG
-39.3%
+338.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.3% | -5.1% | -6.3% |
| 7D | +0.1% | -6.3% | +6.4% | +0.3% |
| 30D | -15.2% | +2.4% | -17.6% | -15.3% |
| 3M | -26.2% | +12.4% | -38.6% | -26.7% |
| 6M | -35.0% | -14.9% | -20.1% | -34.7% |
| YTD | -44.4% | -6.1% | -38.4% | -44.3% |
| 1Y | -45.9% | +17.9% | -63.8% | -46.1% |
| 3Y | +284.9% | +3.1% | +281.8% | +291.4% |
| 5Y | +305.3% | -38.7% | +343.9% | +313.0% |
| All | +299.6% | -39.3% | +338.9% | +312.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling