Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • OKLO vs DRI✓SelectedUSD · DRIOKLO vs DRI performance historyLatest closeAs of+3.59%09/04
Stock and ETF performance explorer

OKLO vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+313.5%
DRI return
+75.6%
Excess return
+237.9%
Maximum drawdown
-78.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D+3.6%-0.5%+4.1%+3.7%
7D+2.8%+0.6%+2.2%+2.7%
30D-4.0%+3.8%-7.8%-5.2%
3M-36.9%+13.0%-49.9%-39.4%
6M-37.1%+8.3%-45.4%-38.8%
YTD-42.5%+20.6%-63.1%-45.5%
1Y-40.7%+6.5%-47.2%-42.4%
3Y+299.1%+53.7%+245.4%+267.5%
5Y+317.3%+72.7%+244.6%+283.9%
All+313.5%+75.6%+237.9%+279.8%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling