+326.6%
OKLO vs DGX
+93.9%
+232.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +7.7% | -2.2% | +9.9% | +7.5% |
| 30D | -4.3% | -0.9% | -3.4% | -4.4% |
| 3M | -24.6% | +15.6% | -40.2% | -23.5% |
| 6M | -31.1% | +17.8% | -48.9% | -29.9% |
| YTD | -40.7% | +37.5% | -78.1% | -39.2% |
| 1Y | -42.4% | +31.2% | -73.6% | -41.1% |
| 3Y | +310.9% | +96.6% | +214.3% | +316.4% |
| 5Y | +332.6% | +64.9% | +267.7% | +338.4% |
| All | +326.6% | +93.9% | +232.7% | +331.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling