+86.2%
OKLO vs DOCN
+182.8%
-96.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -15.9% | +2.7% | -7.3% |
| 7D | -28.4% | -29.3% | +0.9% | -18.5% |
| 30D | -50.2% | -46.0% | -4.2% | -37.8% |
| 3M | -55.3% | -43.2% | -12.1% | -46.0% |
| 6M | -71.9% | -53.7% | -18.2% | -63.7% |
| YTD | -73.2% | +46.9% | -120.2% | -79.6% |
| 1Y | -84.2% | +54.3% | -138.5% | -88.2% |
| All | +86.2% | +182.8% | -96.6% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling