+334.0%
OKLO vs NVS
+80.4%
+253.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -13.9% | +18.9% | +3.6% |
| 7D | +12.4% | -14.6% | +27.0% | +10.9% |
| 30D | -10.6% | -11.9% | +1.4% | -11.4% |
| 3M | -26.5% | -6.0% | -20.6% | -26.8% |
| 6M | -25.6% | -11.4% | -14.3% | -26.7% |
| YTD | -39.6% | +2.9% | -42.6% | -38.9% |
| 1Y | -38.8% | +10.2% | -49.0% | -37.2% |
| 3Y | +318.1% | +55.3% | +262.7% | +342.2% |
| 5Y | +339.7% | +89.6% | +250.1% | +368.0% |
| All | +334.0% | +80.4% | +253.6% | +364.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling