-80.3%
OKLO vs DGX
+45.0%
-125.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.5% | -9.3% | -4.5% |
| 7D | -18.4% | +4.1% | -22.5% | -17.0% |
| 30D | -38.5% | +10.5% | -49.0% | -35.9% |
| 3M | -48.9% | +9.8% | -58.8% | -46.8% |
| 6M | -67.8% | +34.6% | -102.3% | -62.6% |
| YTD | -69.2% | +49.8% | -119.0% | -61.9% |
| 1Y | -80.3% | +46.0% | -126.3% | -75.7% |
| All | -80.3% | +45.0% | -125.2% | -75.7% |
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