-80.3%
OKLO vs DT
-5.1%
-75.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.8% |
| 7D | -18.4% | -25.5% | +7.1% | -15.4% |
| 30D | -38.5% | -22.3% | -16.2% | -36.5% |
| 3M | -48.9% | +2.3% | -51.3% | -48.7% |
| 6M | -67.8% | +20.7% | -88.5% | -67.8% |
| YTD | -69.2% | +7.9% | -77.1% | -69.0% |
| 1Y | -80.3% | -5.7% | -74.5% | -78.9% |
| All | -80.3% | -5.1% | -75.2% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling