+114.5%
OKLO vs DOCS
+57.4%
+57.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.3% | -12.2% | -7.5% |
| 7D | -18.4% | +1.2% | -19.7% | -18.8% |
| 30D | -38.5% | +21.3% | -59.8% | -41.8% |
| 3M | -48.9% | +58.4% | -107.3% | -55.5% |
| 6M | -67.8% | +39.3% | -107.0% | -71.3% |
| YTD | -69.2% | -21.7% | -47.5% | -68.2% |
| 1Y | -80.3% | -47.3% | -33.0% | -77.4% |
| All | +114.5% | +57.4% | +57.2% | +131.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling