+310.9%
OKLO vs NVTS
+37.8%
+273.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.0% |
| 7D | +7.7% | +3.5% | +4.2% | +6.9% |
| 30D | -4.3% | -11.9% | +7.6% | -1.8% |
| 3M | -24.6% | -49.2% | +24.6% | -13.7% |
| 6M | -31.1% | +38.4% | -69.5% | -37.4% |
| YTD | -40.7% | +62.5% | -103.1% | -47.5% |
| 1Y | -42.4% | +101.4% | -143.8% | -50.6% |
| All | +310.9% | +37.8% | +273.1% | +241.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling