-1.3%
OKLO vs VG
-39.3%
+38.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.6% |
| 7D | +2.8% | +1.7% | +1.1% | +2.5% |
| 30D | -4.0% | +16.0% | -20.0% | -6.7% |
| 3M | -36.9% | +9.7% | -46.6% | -38.6% |
| 6M | -37.1% | +29.6% | -66.7% | -44.6% |
| YTD | -42.5% | +112.0% | -154.5% | -57.1% |
| 1Y | -40.7% | +12.8% | -53.5% | -48.5% |
| All | -1.3% | -39.3% | +38.0% | +33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling