+262.9%
OKLO vs VCLT
-16.4%
+279.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | 0.0% | -9.2% | -9.2% |
| 7D | -12.2% | -1.4% | -10.9% | -11.6% |
| 30D | -19.7% | -1.2% | -18.6% | -19.2% |
| 3M | -37.4% | -4.8% | -32.6% | -35.9% |
| 6M | -42.3% | -2.6% | -39.7% | -41.2% |
| YTD | -49.5% | -3.3% | -46.2% | -48.4% |
| 1Y | -54.7% | -4.8% | -49.9% | -53.5% |
| 3Y | +249.6% | +11.5% | +238.1% | +250.8% |
| 5Y | +268.1% | -17.0% | +285.1% | +263.9% |
| All | +262.9% | -16.4% | +279.3% | +259.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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