+334.0%
OKLO vs DLTR
+25.8%
+308.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.6% | +10.6% | +5.0% |
| 7D | +12.4% | -5.8% | +18.2% | +12.5% |
| 30D | -10.6% | -5.2% | -5.3% | -10.5% |
| 3M | -26.5% | +15.2% | -41.7% | -26.9% |
| 6M | -25.6% | +7.1% | -32.8% | -26.2% |
| YTD | -39.6% | +0.8% | -40.5% | -40.0% |
| 1Y | -38.8% | +24.8% | -63.5% | -39.1% |
| 3Y | +318.1% | +6.9% | +311.1% | +311.0% |
| 5Y | +339.7% | +33.2% | +306.4% | +329.6% |
| All | +334.0% | +25.8% | +308.2% | +321.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling