+270.7%
OKLO vs NVTS
-16.8%
+287.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +4.3% | -13.5% | -9.9% |
| 7D | -12.2% | -1.4% | -10.8% | -12.1% |
| 30D | -19.7% | -16.5% | -3.2% | -17.3% |
| 3M | -37.4% | -47.6% | +10.2% | -30.5% |
| 6M | -42.3% | +7.3% | -49.6% | -44.0% |
| YTD | -49.5% | +62.9% | -112.4% | -53.9% |
| 1Y | -54.7% | +91.3% | -146.0% | -59.4% |
| 3Y | +249.6% | +43.4% | +206.2% | +170.8% |
| All | +270.7% | -16.8% | +287.5% | +193.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling