-76.7%
OKLO vs VFC
+40.6%
-117.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.2% |
| 7D | +16.9% | -1.4% | +18.3% | +17.7% |
| 30D | -19.7% | +30.7% | -50.4% | -26.7% |
| 3M | -45.0% | +40.6% | -85.6% | -51.3% |
| 6M | -66.9% | +16.5% | -83.4% | -68.8% |
| YTD | -64.0% | +16.2% | -80.1% | -66.8% |
| All | -76.7% | +40.6% | -117.4% | -78.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling