+308.2%
OKLO vs NVTS
-20.2%
+328.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.9% | -2.4% | -5.6% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | -15.2% | -18.0% | +2.8% | -12.3% |
| 3M | -26.2% | -45.6% | +19.4% | -18.4% |
| 6M | -35.0% | +28.5% | -63.5% | -38.7% |
| YTD | -44.4% | +56.2% | -100.6% | -48.9% |
| 1Y | -45.9% | +97.7% | -143.6% | -51.5% |
| 3Y | +284.9% | +35.0% | +250.0% | +200.6% |
| All | +308.2% | -20.2% | +328.4% | +225.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling