+145.0%
OKLO vs DG
-33.2%
+178.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -46.1% |
| 6M | -66.8% | +32.0% | -98.8% | -67.3% |
| YTD | -65.9% | +3.3% | -69.3% | -66.0% |
| 1Y | -78.0% | +31.7% | -109.7% | -78.1% |
| 3Y | +137.4% | +21.7% | +115.7% | +140.4% |
| 5Y | +148.2% | -34.7% | +183.0% | +152.4% |
| All | +145.0% | -33.2% | +178.2% | +152.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling