+151.4%
OKLO vs DOCN
+48.9%
+102.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.6% | -8.1% | -6.8% |
| 7D | +6.8% | -12.1% | +18.9% | +9.9% |
| 30D | -27.7% | -41.0% | +13.3% | -19.9% |
| 3M | -43.6% | -38.7% | -4.9% | -38.3% |
| 6M | -65.4% | -51.5% | -13.9% | -60.8% |
| YTD | -65.0% | +65.3% | -130.3% | -68.2% |
| 1Y | -77.5% | +53.9% | -131.4% | -79.3% |
| 3Y | +143.6% | +215.6% | -72.0% | +112.9% |
| 5Y | +154.7% | -26.2% | +180.9% | +124.5% |
| All | +151.4% | +48.9% | +102.5% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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