+249.6%
OKLO vs NVDL
+625.2%
-375.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.2% | -9.0% | -9.1% |
| 7D | -12.2% | -10.3% | -1.9% | -8.5% |
| 30D | -19.7% | -7.1% | -12.6% | -17.7% |
| 3M | -37.4% | +6.6% | -44.0% | -39.8% |
| 6M | -42.3% | +21.1% | -63.3% | -47.6% |
| YTD | -49.5% | +15.2% | -64.7% | -53.6% |
| 1Y | -54.7% | +18.8% | -73.5% | -59.0% |
| 3Y | +249.6% | +649.9% | -400.3% | +179.6% |
| All | +249.6% | +625.2% | -375.6% | +179.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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