+262.9%
OKLO vs DKS
+62.2%
+200.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.4% | -10.6% | -9.5% |
| 7D | -12.2% | -3.0% | -9.3% | -11.8% |
| 30D | -19.7% | -33.4% | +13.6% | -13.7% |
| 3M | -37.4% | -39.4% | +2.0% | -31.3% |
| 6M | -42.3% | -30.1% | -12.2% | -38.9% |
| YTD | -49.5% | -31.0% | -18.6% | -46.3% |
| 1Y | -54.7% | -40.2% | -14.5% | -50.3% |
| 3Y | +249.6% | +30.9% | +218.7% | +269.4% |
| 5Y | +268.1% | +14.0% | +254.1% | +290.2% |
| All | +262.9% | +62.2% | +200.7% | +279.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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