-38.2%
OKLO vs VG
-46.6%
+8.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.5% | -2.4% | +2.3% |
| 7D | +16.9% | +5.5% | +11.4% | +16.2% |
| 30D | -19.7% | -3.6% | -16.1% | -19.4% |
| 3M | -45.0% | -4.0% | -41.0% | -45.0% |
| 6M | -66.9% | +9.4% | -76.3% | -68.6% |
| YTD | -64.0% | +86.6% | -150.6% | -72.8% |
| 1Y | -75.2% | +69.5% | -144.7% | -80.6% |
| All | -38.2% | -46.6% | +8.4% | -15.2% |
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 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