-80.3%
OKLO vs DLTR
+45.2%
-125.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +9.6% | -15.5% | -7.0% |
| 7D | -18.4% | +15.6% | -34.0% | -20.3% |
| 30D | -38.5% | +29.9% | -68.4% | -41.3% |
| 3M | -48.9% | +12.5% | -61.4% | -50.1% |
| 6M | -67.8% | +56.3% | -124.1% | -72.3% |
| YTD | -69.2% | +19.5% | -88.7% | -70.6% |
| 1Y | -80.3% | +44.0% | -124.3% | -84.4% |
| All | -80.3% | +45.2% | -125.5% | -84.4% |
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