-80.3%
OKLO vs DVA
+62.2%
-142.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.8% | -11.6% | -6.1% |
| 7D | -18.4% | +4.7% | -23.2% | -18.6% |
| 30D | -38.5% | +7.8% | -46.3% | -38.7% |
| 3M | -48.9% | -15.5% | -33.5% | -48.2% |
| 6M | -67.8% | +25.0% | -92.8% | -69.5% |
| YTD | -69.2% | +69.6% | -138.8% | -71.3% |
| 1Y | -80.3% | +60.6% | -140.9% | -81.9% |
| All | -80.3% | +62.2% | -142.4% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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