-40.7%
OKLO vs DLTR
+29.2%
-70.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.6% |
| 7D | +2.8% | +2.5% | +0.4% | +2.5% |
| 30D | -4.0% | +2.1% | -6.1% | -4.4% |
| 3M | -36.9% | +20.3% | -57.2% | -39.1% |
| 6M | -37.1% | +11.5% | -48.7% | -38.8% |
| YTD | -42.5% | +6.8% | -49.3% | -43.6% |
| 1Y | -40.7% | +31.1% | -71.8% | -48.8% |
| All | -40.7% | +29.2% | -70.0% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 1y: compounded portfolio wealth divided by compounded DLTR 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…
1y analysis · Full analysis span regression · 6 months rolling