+330.4%
OKLO vs NVDL
+2,608.0%
-2,277.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.1% |
| 7D | +7.7% | -0.8% | +8.6% | +7.9% |
| 30D | -4.3% | +3.4% | -7.7% | -5.9% |
| 3M | -24.6% | +8.1% | -32.7% | -27.3% |
| 6M | -31.1% | +31.9% | -63.0% | -38.0% |
| YTD | -40.7% | +21.1% | -61.8% | -45.3% |
| 1Y | -42.4% | +34.0% | -76.5% | -48.6% |
| 3Y | +310.9% | +677.9% | -367.0% | +234.6% |
| All | +330.4% | +2,608.0% | -2,277.6% | +249.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling