+159.1%
OKLO vs DOCS
-29.8%
+188.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.6% | +2.8% |
| 7D | +16.9% | -4.2% | +21.1% | +17.6% |
| 30D | -19.7% | +8.6% | -28.3% | -20.5% |
| 3M | -45.0% | +27.2% | -72.2% | -46.8% |
| 6M | -66.9% | +26.5% | -93.4% | -68.3% |
| YTD | -64.0% | -25.0% | -39.0% | -63.6% |
| 1Y | -75.2% | -37.0% | -38.2% | -74.4% |
| 3Y | +151.1% | +39.4% | +111.7% | +160.1% |
| 5Y | +162.8% | -56.7% | +219.5% | +171.7% |
| All | +159.1% | -29.8% | +188.9% | +168.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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