+128.4%
OKLO vs VCIT
+19.7%
+108.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -0.1% | +22.8% | +23.0% |
| 7D | -6.7% | +0.1% | -6.8% | -7.1% |
| 30D | -36.0% | +1.9% | -38.0% | -39.5% |
| 3M | -44.2% | -1.4% | -42.7% | -41.6% |
| 6M | -70.4% | -2.1% | -68.3% | -68.4% |
| YTD | -67.2% | -1.6% | -65.5% | -65.0% |
| 1Y | -77.9% | -0.9% | -77.0% | -76.7% |
| 3Y | +128.4% | +20.0% | +108.4% | +98.7% |
| All | +128.4% | +19.7% | +108.7% | +98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling