+128.4%
OKLO vs OVV
+34.1%
+94.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -0.6% | +23.3% | +22.8% |
| 7D | -6.7% | -16.7% | +9.9% | -2.8% |
| 30D | -36.0% | -1.5% | -34.5% | -35.9% |
| 3M | -44.2% | +1.6% | -45.7% | -44.9% |
| 6M | -70.4% | +2.0% | -72.5% | -71.1% |
| YTD | -67.2% | +56.8% | -124.0% | -74.0% |
| 1Y | -77.9% | +64.8% | -142.8% | -83.1% |
| 3Y | +128.4% | +38.3% | +90.2% | +94.1% |
| All | +128.4% | +34.1% | +94.3% | +94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling