+318.1%
OKLO vs DRI
+56.7%
+261.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.8% | +5.8% |
| 7D | +12.4% | -1.2% | +13.6% | +13.0% |
| 30D | -10.6% | -0.4% | -10.2% | -11.0% |
| 3M | -26.5% | +9.5% | -36.0% | -31.0% |
| 6M | -25.6% | +6.5% | -32.1% | -29.1% |
| YTD | -39.6% | +18.4% | -58.1% | -45.8% |
| 1Y | -38.8% | +4.2% | -43.0% | -41.6% |
| 3Y | +318.1% | +57.1% | +261.0% | +240.9% |
| All | +318.1% | +56.7% | +261.4% | +240.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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