+262.9%
OKLO vs NVT
+479.0%
-216.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +4.6% | -13.8% | -12.5% |
| 7D | -12.2% | +4.1% | -16.3% | -15.0% |
| 30D | -19.7% | -5.1% | -14.6% | -17.4% |
| 3M | -37.4% | -1.2% | -36.2% | -38.1% |
| 6M | -42.3% | +46.6% | -88.9% | -57.0% |
| YTD | -49.5% | +60.0% | -109.5% | -64.5% |
| 1Y | -54.7% | +70.8% | -125.5% | -68.7% |
| 3Y | +249.6% | +187.5% | +62.1% | +102.7% |
| 5Y | +268.1% | +426.1% | -158.1% | +111.9% |
| All | +262.9% | +479.0% | -216.0% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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