+114.5%
OKLO vs DOC
+43.5%
+71.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.1% | -9.0% | -7.2% |
| 7D | -18.4% | +8.7% | -27.2% | -21.6% |
| 30D | -38.5% | +7.6% | -46.1% | -40.7% |
| 3M | -48.9% | -5.3% | -43.7% | -47.8% |
| 6M | -67.8% | +27.6% | -95.4% | -71.5% |
| YTD | -69.2% | +32.4% | -101.6% | -73.2% |
| 1Y | -80.3% | +22.9% | -103.1% | -82.4% |
| All | +114.5% | +43.5% | +71.0% | +93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling