+86.2%
OKLO vs DOC
+43.2%
+43.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -0.2% | -13.0% | -13.1% |
| 7D | -28.4% | +6.2% | -34.6% | -30.4% |
| 30D | -50.2% | +6.5% | -56.7% | -51.7% |
| 3M | -55.3% | -6.2% | -49.1% | -54.1% |
| 6M | -71.9% | +25.6% | -97.5% | -75.0% |
| YTD | -73.2% | +32.1% | -105.3% | -76.7% |
| 1Y | -84.2% | +20.3% | -104.5% | -85.7% |
| All | +86.2% | +43.2% | +43.1% | +68.1% |
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