+313.5%
OKLO vs DLR
+45.4%
+268.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.4% |
| 7D | +2.8% | +1.6% | +1.2% | +2.0% |
| 30D | -4.0% | -3.4% | -0.6% | -2.2% |
| 3M | -36.9% | +0.5% | -37.4% | -37.6% |
| 6M | -37.1% | +4.6% | -41.7% | -38.3% |
| YTD | -42.5% | +23.4% | -65.9% | -47.9% |
| 1Y | -40.7% | +19.0% | -59.7% | -45.2% |
| 3Y | +299.1% | +56.5% | +242.6% | +271.2% |
| 5Y | +317.3% | +33.3% | +284.0% | +287.8% |
| All | +313.5% | +45.4% | +268.2% | +284.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling