-54.7%
OKLO vs DGX
+32.7%
-87.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.7% | -10.9% | -8.5% |
| 7D | -12.2% | -0.9% | -11.3% | -12.5% |
| 30D | -19.7% | -1.2% | -18.6% | -20.1% |
| 3M | -37.4% | +15.8% | -53.2% | -32.6% |
| 6M | -42.3% | +18.2% | -60.5% | -37.6% |
| YTD | -49.5% | +37.2% | -86.7% | -41.3% |
| 1Y | -54.7% | +30.4% | -85.1% | -44.8% |
| All | -54.7% | +32.7% | -87.4% | -44.8% |
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