+168.9%
OKLO vs OVV
+138.8%
+30.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | 0.0% | +14.0% | +14.0% |
| 7D | +14.1% | -10.7% | +24.9% | +15.3% |
| 30D | -22.7% | -5.3% | -17.4% | -22.3% |
| 3M | -44.6% | +2.4% | -47.0% | -44.9% |
| 6M | -63.0% | +5.7% | -68.6% | -63.5% |
| YTD | -62.6% | +56.8% | -119.4% | -65.4% |
| 1Y | -76.2% | +59.3% | -135.4% | -78.1% |
| 3Y | +160.8% | +49.0% | +111.9% | +140.1% |
| 5Y | +172.5% | +88.1% | +84.4% | +147.6% |
| All | +168.9% | +138.8% | +30.2% | +143.0% |
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