+326.6%
OKLO vs RVTY
-17.7%
+344.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.2% |
| 7D | +7.7% | -5.4% | +13.1% | +9.0% |
| 30D | -4.3% | +6.7% | -11.1% | -5.7% |
| 3M | -24.6% | +19.0% | -43.6% | -27.7% |
| 6M | -31.1% | +34.6% | -65.7% | -35.8% |
| YTD | -40.7% | +28.3% | -68.9% | -44.3% |
| 1Y | -42.4% | +46.0% | -88.5% | -47.1% |
| 3Y | +310.9% | +16.9% | +294.0% | +284.8% |
| 5Y | +332.6% | -32.9% | +365.5% | +302.4% |
| All | +326.6% | -17.7% | +344.2% | +297.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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