+141.4%
OKLO vs DLR
+35.0%
+106.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.1% |
| 7D | +1.6% | +3.3% | -1.8% | -0.2% |
| 30D | -17.6% | +4.6% | -22.2% | -19.4% |
| 3M | -48.5% | -8.3% | -40.2% | -45.6% |
| 6M | -65.7% | -5.6% | -60.0% | -64.5% |
| YTD | -66.7% | +18.7% | -85.4% | -69.1% |
| 1Y | -76.5% | +17.1% | -93.6% | -77.9% |
| 3Y | +132.5% | +54.4% | +78.1% | +121.3% |
| All | +141.4% | +35.0% | +106.3% | +129.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling