+262.9%
OKLO vs VGT
+150.1%
+112.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.2% | -10.4% | -10.4% |
| 7D | -12.2% | -0.2% | -12.1% | -12.2% |
| 30D | -19.7% | -0.4% | -19.3% | -19.2% |
| 3M | -37.4% | +4.4% | -41.8% | -39.1% |
| 6M | -42.3% | +32.1% | -74.4% | -53.4% |
| YTD | -49.5% | +28.8% | -78.3% | -58.0% |
| 1Y | -54.7% | +35.3% | -90.1% | -62.8% |
| 3Y | +249.6% | +124.8% | +124.9% | +156.7% |
| 5Y | +268.1% | +137.9% | +130.2% | +170.6% |
| All | +262.9% | +150.1% | +112.8% | +165.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 10y: compounded portfolio wealth divided by compounded VGT 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…
10y analysis · Full analysis span regression · 6 months rolling