+262.9%
OKLO vs VEA
+66.9%
+196.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.1% | -10.2% | -10.4% |
| 7D | -12.2% | -1.5% | -10.8% | -10.8% |
| 30D | -19.7% | -0.8% | -18.9% | -18.7% |
| 3M | -37.4% | +2.5% | -39.9% | -38.4% |
| 6M | -42.3% | +11.1% | -53.4% | -46.2% |
| YTD | -49.5% | +17.2% | -66.7% | -54.8% |
| 1Y | -54.7% | +24.5% | -79.2% | -61.1% |
| 3Y | +249.6% | +75.4% | +174.2% | +162.7% |
| 5Y | +268.1% | +61.1% | +207.0% | +178.5% |
| All | +262.9% | +66.9% | +196.1% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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