+305.3%
OKLO vs NVS
+92.5%
+212.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | 0.0% | -6.3% | -6.3% |
| 7D | +0.1% | -15.7% | +15.8% | -1.4% |
| 30D | -15.2% | -11.1% | -4.1% | -16.0% |
| 3M | -26.2% | -7.2% | -19.0% | -26.6% |
| 6M | -35.0% | -12.3% | -22.7% | -36.1% |
| YTD | -44.4% | +2.8% | -47.2% | -43.7% |
| 1Y | -45.9% | +11.9% | -57.9% | -44.4% |
| 3Y | +284.9% | +55.1% | +229.9% | +309.1% |
| 5Y | +305.3% | +94.1% | +211.2% | +333.3% |
| All | +305.3% | +92.5% | +212.8% | +333.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling