+318.1%
OKLO vs DLR
+57.6%
+260.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.4% | +4.3% |
| 7D | +12.4% | +3.4% | +9.0% | +8.6% |
| 30D | -10.6% | -2.2% | -8.3% | -8.5% |
| 3M | -26.5% | +4.7% | -31.2% | -32.0% |
| 6M | -25.6% | +9.0% | -34.7% | -32.5% |
| YTD | -39.6% | +24.1% | -63.8% | -52.6% |
| 1Y | -38.8% | +20.9% | -59.7% | -50.6% |
| 3Y | +318.1% | +60.0% | +258.0% | +237.0% |
| All | +318.1% | +57.6% | +260.5% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling