-40.7%
OKLO vs VICR
+272.1%
-312.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.5% | -1.9% | +1.7% |
| 7D | +2.8% | +0.4% | +2.4% | +2.7% |
| 30D | -4.0% | -13.9% | +9.9% | +0.4% |
| 3M | -36.9% | -38.4% | +1.5% | -27.9% |
| 6M | -37.1% | -7.2% | -29.9% | -38.6% |
| YTD | -42.5% | +72.0% | -114.5% | -46.9% |
| 1Y | -40.7% | +263.3% | -304.0% | -37.0% |
| All | -40.7% | +272.1% | -312.8% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling