+132.5%
OKLO vs DKS
+44.7%
+87.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -4.9% | -3.2% |
| 7D | +1.6% | +6.3% | -4.7% | -0.7% |
| 30D | -17.6% | +9.3% | -26.9% | -20.7% |
| 3M | -48.5% | -25.3% | -23.2% | -43.7% |
| 6M | -65.7% | -29.2% | -36.5% | -62.0% |
| YTD | -66.7% | -22.7% | -43.9% | -64.7% |
| 1Y | -76.5% | -30.1% | -46.4% | -73.7% |
| 3Y | +132.5% | +45.6% | +86.8% | +138.1% |
| All | +132.5% | +44.7% | +87.8% | +138.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling