-42.8%
OKLO vs VG
-44.6%
+1.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | +1.6% | +14.0% | -12.4% | -0.2% |
| 30D | -17.6% | -1.0% | -16.7% | -17.6% |
| 3M | -48.5% | -2.7% | -45.8% | -48.6% |
| 6M | -65.7% | +1.5% | -67.1% | -66.7% |
| YTD | -66.7% | +93.7% | -160.4% | -75.0% |
| 1Y | -76.5% | +68.5% | -145.0% | -81.5% |
| All | -42.8% | -44.6% | +1.8% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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