+141.4%
OKLO vs NVTS
-54.3%
+195.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.4% | +4.2% | -1.0% |
| 7D | +1.6% | +3.9% | -2.4% | +1.0% |
| 30D | -17.6% | -4.3% | -13.3% | -16.8% |
| 3M | -48.5% | -34.5% | -14.0% | -44.5% |
| 6M | -65.7% | -57.7% | -7.9% | -60.7% |
| YTD | -66.7% | +25.4% | -92.0% | -68.1% |
| 1Y | -76.5% | +13.1% | -89.6% | -77.1% |
| 3Y | +132.5% | +48.9% | +83.5% | +88.6% |
| All | +141.4% | -54.3% | +195.6% | +97.6% |
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 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