+137.6%
OKLO vs DG
+22.1%
+115.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.4% | -5.4% |
| 7D | +27.3% | -2.5% | +29.8% | +27.4% |
| 30D | -23.1% | +7.7% | -30.8% | -23.3% |
| 3M | -45.8% | +13.1% | -58.9% | -46.2% |
| 6M | -66.8% | +32.0% | -98.8% | -67.4% |
| YTD | -65.9% | +3.3% | -69.3% | -66.0% |
| 1Y | -78.0% | +31.7% | -109.7% | -78.1% |
| All | +137.6% | +22.1% | +115.5% | +153.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling