+262.9%
OKLO vs DLTR
+19.8%
+243.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.4% | -8.8% | -9.2% |
| 7D | -12.2% | -10.1% | -2.2% | -12.1% |
| 30D | -19.7% | -8.1% | -11.6% | -19.7% |
| 3M | -37.4% | +2.9% | -40.3% | -37.6% |
| 6M | -42.3% | +4.3% | -46.6% | -42.6% |
| YTD | -49.5% | -3.9% | -45.6% | -49.8% |
| 1Y | -54.7% | +18.9% | -73.6% | -54.9% |
| 3Y | +249.6% | +1.9% | +247.7% | +244.1% |
| 5Y | +268.1% | +31.0% | +237.1% | +259.9% |
| All | +262.9% | +19.8% | +243.1% | +252.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling