+145.0%
OKLO vs OVV
+156.1%
-11.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.2% | -7.7% | -5.7% |
| 7D | +27.3% | +6.5% | +20.8% | +26.6% |
| 30D | -23.1% | -2.7% | -20.4% | -22.9% |
| 3M | -45.8% | +3.1% | -49.0% | -46.1% |
| 6M | -66.8% | +12.8% | -79.6% | -67.4% |
| YTD | -65.9% | +68.1% | -134.1% | -68.7% |
| 1Y | -78.0% | +73.6% | -151.7% | -79.9% |
| 3Y | +137.4% | +57.6% | +79.8% | +117.1% |
| 5Y | +148.2% | +104.5% | +43.7% | +124.0% |
| All | +145.0% | +156.1% | -11.1% | +119.9% |
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