+168.9%
OKLO vs DOCS
-30.6%
+199.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.1% | +12.9% | +13.8% |
| 7D | +14.1% | 0.0% | +14.1% | +14.1% |
| 30D | -22.7% | +7.8% | -30.4% | -23.4% |
| 3M | -44.6% | +20.0% | -64.5% | -46.0% |
| 6M | -63.0% | +26.5% | -89.5% | -64.5% |
| YTD | -62.6% | -25.8% | -36.8% | -62.2% |
| 1Y | -76.2% | -39.5% | -36.7% | -75.3% |
| 3Y | +160.8% | +60.3% | +100.5% | +170.6% |
| 5Y | +172.5% | -57.0% | +229.5% | +182.1% |
| All | +168.9% | -30.6% | +199.5% | +179.0% |
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