+299.6%
OKLO vs VFC
-81.4%
+381.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.6% | -4.8% | -6.0% |
| 7D | +0.1% | -3.3% | +3.4% | +0.8% |
| 30D | -15.2% | -14.0% | -1.2% | -12.4% |
| 3M | -26.2% | -22.6% | -3.6% | -22.3% |
| 6M | -35.0% | -24.7% | -10.3% | -31.0% |
| YTD | -44.4% | -29.0% | -15.5% | -40.5% |
| 1Y | -45.9% | -13.8% | -32.1% | -44.6% |
| 3Y | +284.9% | -28.2% | +313.2% | +283.6% |
| 5Y | +305.3% | -79.0% | +384.3% | +311.1% |
| All | +299.6% | -81.4% | +381.0% | +309.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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