+318.1%
OKLO vs VFC
-25.9%
+344.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.9% | +6.8% | +5.5% |
| 7D | +12.4% | +0.8% | +11.6% | +12.1% |
| 30D | -10.6% | -11.9% | +1.4% | -7.3% |
| 3M | -26.5% | -20.2% | -6.4% | -22.2% |
| 6M | -25.6% | -23.0% | -2.7% | -20.3% |
| YTD | -39.6% | -26.2% | -13.4% | -34.8% |
| 1Y | -38.8% | -13.3% | -25.4% | -37.2% |
| 3Y | +318.1% | -25.5% | +343.5% | +303.5% |
| All | +318.1% | -25.9% | +344.0% | +303.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling