-76.5%
OKLO vs VG
+63.8%
-140.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.2% |
| 7D | +1.6% | +14.0% | -12.4% | +2.4% |
| 30D | -17.6% | -1.0% | -16.7% | -17.6% |
| 3M | -48.5% | -2.7% | -45.8% | -48.5% |
| 6M | -65.7% | +1.5% | -67.1% | -65.5% |
| YTD | -66.7% | +93.7% | -160.4% | -75.5% |
| 1Y | -76.5% | +68.5% | -145.0% | -80.6% |
| All | -76.5% | +63.8% | -140.2% | -80.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling