-55.3%
OKLO vs VG
-10.5%
-44.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -4.0% | -9.2% | -14.0% |
| 7D | -28.4% | -22.0% | -6.4% | -33.2% |
| 30D | -50.2% | -14.7% | -35.5% | -51.2% |
| 3M | -55.3% | -7.1% | -48.3% | -50.4% |
| All | -55.3% | -10.5% | -44.9% | -50.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling