+249.6%
OKLO vs DGX
+96.4%
+153.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.7% | -10.9% | -8.9% |
| 7D | -12.2% | -0.9% | -11.3% | -12.3% |
| 30D | -19.7% | -1.2% | -18.6% | -19.9% |
| 3M | -37.4% | +15.8% | -53.2% | -35.6% |
| 6M | -42.3% | +18.2% | -60.5% | -40.4% |
| YTD | -49.5% | +37.2% | -86.7% | -47.0% |
| 1Y | -54.7% | +30.4% | -85.1% | -52.5% |
| 3Y | +249.6% | +96.7% | +152.9% | +255.5% |
| All | +249.6% | +96.4% | +153.2% | +255.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling