+262.9%
OKLO vs NVS
+79.7%
+183.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.2% | -8.9% | -9.2% |
| 7D | -12.2% | -14.3% | +2.0% | -13.4% |
| 30D | -19.7% | -10.0% | -9.8% | -20.4% |
| 3M | -37.4% | -10.9% | -26.5% | -37.9% |
| 6M | -42.3% | -12.0% | -30.3% | -43.1% |
| YTD | -49.5% | +2.5% | -52.0% | -49.0% |
| 1Y | -54.7% | +10.7% | -65.4% | -53.5% |
| 3Y | +249.6% | +53.3% | +196.3% | +269.6% |
| 5Y | +268.1% | +93.6% | +174.5% | +290.3% |
| All | +262.9% | +79.7% | +183.2% | +288.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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