-80.3%
OKLO vs VICR
+76.0%
-156.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -11.1% | +5.3% | -1.1% |
| 7D | -18.4% | -26.6% | +8.1% | -7.1% |
| 30D | -38.5% | -47.9% | +9.4% | -19.8% |
| 3M | -48.9% | -29.8% | -19.2% | -43.9% |
| 6M | -67.8% | -36.6% | -31.1% | -65.8% |
| YTD | -69.2% | +45.1% | -114.3% | -84.5% |
| 1Y | -80.3% | +80.0% | -160.3% | -92.2% |
| All | -80.3% | +76.0% | -156.3% | -92.2% |
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