+151.4%
OKLO vs DPZ
-25.0%
+176.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.2% | -5.3% | -6.4% |
| 7D | +6.8% | +2.2% | +4.7% | +6.5% |
| 30D | -27.7% | +6.7% | -34.4% | -28.3% |
| 3M | -43.6% | -4.5% | -39.1% | -43.4% |
| 6M | -65.4% | +3.3% | -68.7% | -65.8% |
| YTD | -65.0% | -19.4% | -45.6% | -64.0% |
| 1Y | -77.5% | -17.3% | -60.2% | -77.0% |
| 3Y | +143.6% | -8.4% | +152.0% | +154.8% |
| 5Y | +154.7% | -28.2% | +182.9% | +167.2% |
| All | +151.4% | -25.0% | +176.4% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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