+128.4%
OKLO vs DOCN
+189.9%
-61.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +2.5% | +20.1% | +21.7% |
| 7D | -6.7% | -19.2% | +12.4% | +1.3% |
| 30D | -36.0% | -43.1% | +7.0% | -21.5% |
| 3M | -44.2% | -40.7% | -3.5% | -33.4% |
| 6M | -70.4% | -55.0% | -15.4% | -61.5% |
| YTD | -67.2% | +50.6% | -117.8% | -75.1% |
| 1Y | -77.9% | +54.0% | -131.9% | -83.4% |
| 3Y | +128.4% | +203.9% | -75.5% | +68.0% |
| All | +128.4% | +189.9% | -61.5% | +68.0% |
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