+334.0%
OKLO vs DG
-36.9%
+370.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.0% | +9.0% | +5.1% |
| 7D | +12.4% | -2.5% | +14.9% | +12.5% |
| 30D | -10.6% | +1.0% | -11.6% | -10.6% |
| 3M | -26.5% | +20.3% | -46.8% | -27.2% |
| 6M | -25.6% | -11.7% | -13.9% | -25.4% |
| YTD | -39.6% | -2.3% | -37.3% | -39.6% |
| 1Y | -38.8% | +20.0% | -58.8% | -39.1% |
| 3Y | +318.1% | +7.2% | +310.8% | +324.5% |
| 5Y | +339.7% | -37.9% | +377.6% | +347.5% |
| All | +334.0% | -36.9% | +370.9% | +347.7% |
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 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