-40.0%
OKLO vs VG
-49.4%
+9.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.7% | -8.2% | -6.7% |
| 7D | +6.8% | -7.7% | +14.5% | +8.0% |
| 30D | -27.7% | -8.8% | -18.9% | -26.8% |
| 3M | -43.6% | -15.6% | -28.0% | -42.7% |
| 6M | -65.4% | +5.2% | -70.6% | -67.0% |
| YTD | -65.0% | +76.9% | -141.9% | -73.4% |
| 1Y | -77.5% | +42.5% | -120.0% | -81.7% |
| All | -40.0% | -49.4% | +9.4% | -17.2% |
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