+137.6%
OKLO vs DT
-11.2%
+148.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.5% | -6.9% | -6.1% |
| 7D | +27.3% | +2.7% | +24.6% | +25.9% |
| 30D | -23.1% | -30.4% | +7.3% | -11.3% |
| 3M | -45.8% | -9.4% | -36.4% | -44.1% |
| 6M | -66.8% | +14.5% | -81.3% | -69.6% |
| YTD | -65.9% | +3.6% | -69.5% | -67.4% |
| 1Y | -78.0% | -3.4% | -74.6% | -78.0% |
| All | +137.6% | -11.2% | +148.8% | +161.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling