+145.0%
OKLO vs VCIT
+2.4%
+142.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -4.8% |
| 7D | +27.3% | -1.4% | +28.7% | +29.2% |
| 30D | -23.1% | +0.8% | -23.9% | -23.7% |
| 3M | -45.8% | -1.7% | -44.1% | -44.8% |
| 6M | -66.8% | -2.1% | -64.7% | -66.0% |
| YTD | -65.9% | -2.0% | -63.9% | -65.0% |
| 1Y | -78.0% | -1.5% | -76.5% | -77.5% |
| 3Y | +137.4% | +19.0% | +118.4% | +132.7% |
| 5Y | +148.2% | +3.8% | +144.5% | +138.0% |
| All | +145.0% | +2.4% | +142.6% | +134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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