+334.0%
OKLO vs OVV
+151.8%
+182.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +6.0% | +5.0% |
| 7D | +12.4% | -3.7% | +16.1% | +12.8% |
| 30D | -10.6% | +8.0% | -18.5% | -11.4% |
| 3M | -26.5% | +11.3% | -37.8% | -27.7% |
| 6M | -25.6% | +24.0% | -49.6% | -28.4% |
| YTD | -39.6% | +65.3% | -105.0% | -44.4% |
| 1Y | -38.8% | +60.2% | -98.9% | -43.7% |
| 3Y | +318.1% | +46.9% | +271.1% | +283.5% |
| 5Y | +339.7% | +158.7% | +181.0% | +294.1% |
| All | +334.0% | +151.8% | +182.2% | +290.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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