+343.3%
OKLO vs NVTS
-14.2%
+357.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.2% | +4.6% |
| 7D | +12.4% | +9.7% | +2.7% | +10.6% |
| 30D | -10.6% | -13.6% | +3.1% | -8.3% |
| 3M | -26.5% | -51.0% | +24.5% | -17.6% |
| 6M | -25.6% | +46.3% | -72.0% | -31.4% |
| YTD | -39.6% | +68.1% | -107.7% | -45.2% |
| 1Y | -38.8% | +113.9% | -152.7% | -45.8% |
| 3Y | +318.1% | +45.3% | +272.8% | +222.2% |
| All | +343.3% | -14.2% | +357.5% | +248.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NVTS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling