+92.4%
OKLO vs VCIT
+3.0%
+89.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | +0.2% | -13.4% | -13.4% |
| 7D | -28.4% | +0.5% | -28.8% | -28.7% |
| 30D | -50.2% | +2.1% | -52.3% | -51.2% |
| 3M | -55.3% | -1.6% | -53.8% | -54.6% |
| 6M | -71.9% | -1.6% | -70.3% | -71.3% |
| YTD | -73.2% | -1.5% | -71.7% | -72.7% |
| 1Y | -84.2% | -0.4% | -83.8% | -83.9% |
| 3Y | +86.4% | +19.6% | +66.8% | +81.8% |
| 5Y | +94.9% | +3.3% | +91.7% | +86.0% |
| All | +92.4% | +3.0% | +89.4% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling