+334.0%
OKLO vs VGT
+150.1%
+183.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.1% |
| 7D | +12.4% | +1.8% | +10.6% | +10.4% |
| 30D | -10.6% | -0.3% | -10.2% | -10.0% |
| 3M | -26.5% | +3.4% | -29.9% | -27.7% |
| 6M | -25.6% | +35.0% | -60.6% | -41.0% |
| YTD | -39.6% | +28.8% | -68.4% | -49.7% |
| 1Y | -38.8% | +38.0% | -76.7% | -50.3% |
| 3Y | +318.1% | +125.8% | +192.3% | +207.2% |
| 5Y | +339.7% | +134.7% | +205.0% | +224.0% |
| All | +334.0% | +150.1% | +183.9% | +217.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling