+313.5%
OKLO vs VFC
-80.3%
+393.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +3.1% |
| 7D | +2.8% | -1.6% | +4.4% | +3.2% |
| 30D | -4.0% | -11.6% | +7.6% | -1.4% |
| 3M | -36.9% | -18.1% | -18.8% | -34.4% |
| 6M | -37.1% | -27.4% | -9.8% | -32.9% |
| YTD | -42.5% | -24.8% | -17.7% | -39.2% |
| 1Y | -40.7% | -8.2% | -32.5% | -40.1% |
| 3Y | +299.1% | -29.1% | +328.2% | +292.8% |
| 5Y | +317.3% | -79.2% | +396.5% | +319.8% |
| All | +313.5% | -80.3% | +393.9% | +318.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling