-54.7%
OKLO vs VFC
-10.6%
-44.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +4.4% | -13.5% | -10.7% |
| 7D | -12.2% | -1.4% | -10.8% | -11.9% |
| 30D | -19.7% | -9.0% | -10.8% | -17.2% |
| 3M | -37.4% | -24.2% | -13.2% | -31.8% |
| 6M | -42.3% | -18.5% | -23.8% | -38.2% |
| YTD | -49.5% | -25.9% | -23.7% | -45.0% |
| 1Y | -54.7% | -13.0% | -41.7% | -54.3% |
| All | -54.7% | -10.6% | -44.1% | -54.3% |
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