+334.0%
OKLO vs ROIV
+319.0%
+15.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +18.8% | -13.8% | +2.6% |
| 7D | +12.4% | +20.2% | -7.8% | +9.8% |
| 30D | -10.6% | +14.1% | -24.7% | -12.1% |
| 3M | -26.5% | +45.6% | -72.1% | -29.6% |
| 6M | -25.6% | +44.1% | -69.8% | -28.7% |
| YTD | -39.6% | +91.2% | -130.8% | -43.4% |
| 1Y | -38.8% | +221.3% | -260.1% | -44.4% |
| 3Y | +318.1% | +229.2% | +88.8% | +275.1% |
| 5Y | +339.7% | +316.5% | +23.2% | +293.3% |
| All | +334.0% | +319.0% | +15.0% | +288.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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