+262.9%
OKLO vs DLR
+45.5%
+217.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.7% | -10.9% | -10.1% |
| 7D | -12.2% | +0.1% | -12.3% | -12.3% |
| 30D | -19.7% | -4.3% | -15.4% | -17.8% |
| 3M | -37.4% | +3.8% | -41.2% | -39.2% |
| 6M | -42.3% | +5.8% | -48.1% | -43.7% |
| YTD | -49.5% | +23.5% | -73.1% | -54.3% |
| 1Y | -54.7% | +11.1% | -65.8% | -56.8% |
| 3Y | +249.6% | +57.9% | +191.7% | +224.9% |
| 5Y | +268.1% | +44.0% | +224.1% | +241.9% |
| All | +262.9% | +45.5% | +217.4% | +237.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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