+250.6%
OKLO vs NVD
-99.1%
+349.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.3% | -9.4% | -9.1% |
| 7D | -12.2% | +10.8% | -23.1% | -8.6% |
| 30D | -19.7% | +0.8% | -20.5% | -18.0% |
| 3M | -37.4% | -20.8% | -16.6% | -40.0% |
| 6M | -42.3% | -41.2% | -1.1% | -47.9% |
| YTD | -49.5% | -44.2% | -5.3% | -53.9% |
| 1Y | -54.7% | -54.2% | -0.5% | -59.4% |
| 3Y | +249.6% | -99.1% | +348.7% | +171.7% |
| All | +250.6% | -99.1% | +349.8% | +172.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 10y: compounded portfolio wealth divided by compounded NVD 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…
10y analysis · Full analysis span regression · 6 months rolling