+145.0%
OKLO vs DT
-26.1%
+171.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.5% | -6.9% | -5.7% |
| 7D | +27.3% | +2.7% | +24.6% | +26.7% |
| 30D | -23.1% | -30.4% | +7.3% | -18.0% |
| 3M | -45.8% | -9.4% | -36.4% | -44.9% |
| 6M | -66.8% | +14.5% | -81.3% | -67.7% |
| YTD | -65.9% | +3.6% | -69.5% | -66.5% |
| 1Y | -78.0% | -3.4% | -74.6% | -78.1% |
| 3Y | +137.4% | -11.1% | +148.5% | +141.5% |
| 5Y | +148.2% | -39.5% | +187.7% | +155.0% |
| All | +145.0% | -26.1% | +171.1% | +149.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling