+159.1%
OKLO vs DOCN
+63.2%
+95.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.6% | -6.5% | +1.1% |
| 7D | +16.9% | +3.7% | +13.2% | +16.3% |
| 30D | -19.7% | -33.7% | +14.0% | -13.2% |
| 3M | -45.0% | -27.9% | -17.1% | -41.6% |
| 6M | -66.9% | -46.4% | -20.5% | -63.2% |
| YTD | -64.0% | +81.1% | -145.1% | -67.9% |
| 1Y | -75.2% | +74.3% | -149.5% | -77.7% |
| 3Y | +151.1% | +245.8% | -94.8% | +115.2% |
| 5Y | +162.8% | -23.7% | +186.6% | +127.4% |
| All | +159.1% | +63.2% | +95.9% | +120.7% |
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