+136.0%
OKLO vs DOC
-20.1%
+156.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +0.7% | +22.0% | +22.5% |
| 7D | -6.7% | +6.5% | -13.2% | -8.3% |
| 30D | -36.0% | +9.2% | -45.2% | -37.6% |
| 3M | -44.2% | -2.5% | -41.7% | -43.8% |
| 6M | -70.4% | +7.1% | -77.5% | -71.1% |
| YTD | -67.2% | +33.0% | -100.2% | -69.6% |
| 1Y | -77.9% | +23.3% | -101.2% | -79.3% |
| 3Y | +128.4% | +44.9% | +83.5% | +116.7% |
| 5Y | +139.1% | -21.6% | +160.7% | +126.7% |
| All | +136.0% | -20.1% | +156.1% | +121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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