-40.7%
OKLO vs DGX
+33.7%
-74.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.3% |
| 7D | +2.8% | -2.3% | +5.1% | +1.9% |
| 30D | -4.0% | +0.6% | -4.6% | -3.8% |
| 3M | -36.9% | +21.4% | -58.3% | -31.2% |
| 6M | -37.1% | +14.7% | -51.9% | -33.7% |
| YTD | -42.5% | +38.4% | -80.9% | -34.4% |
| 1Y | -40.7% | +34.0% | -74.7% | -28.1% |
| All | -40.7% | +33.7% | -74.4% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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