+262.9%
OKLO vs DGX
+93.5%
+169.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.7% | -10.9% | -9.0% |
| 7D | -12.2% | -0.9% | -11.3% | -12.3% |
| 30D | -19.7% | -1.2% | -18.6% | -19.8% |
| 3M | -37.4% | +15.8% | -53.2% | -36.4% |
| 6M | -42.3% | +18.2% | -60.5% | -41.3% |
| YTD | -49.5% | +37.2% | -86.7% | -48.3% |
| 1Y | -54.7% | +30.4% | -85.1% | -53.6% |
| 3Y | +249.6% | +96.7% | +152.9% | +254.3% |
| 5Y | +268.1% | +67.2% | +200.9% | +273.0% |
| All | +262.9% | +93.5% | +169.4% | +266.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling