-54.1%
OKLO vs VG
-51.4%
-2.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -4.0% | -9.2% | -12.7% |
| 7D | -28.4% | -22.0% | -6.4% | -26.1% |
| 30D | -50.2% | -14.7% | -35.5% | -49.2% |
| 3M | -55.3% | -7.1% | -48.3% | -55.4% |
| 6M | -71.9% | -11.2% | -60.8% | -72.4% |
| YTD | -73.2% | +69.8% | -143.1% | -79.5% |
| 1Y | -84.2% | +49.9% | -134.0% | -87.4% |
| All | -54.1% | -51.4% | -2.7% | -36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling