-54.7%
OKLO vs VICR
+293.8%
-348.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +11.2% | -20.3% | -13.0% |
| 7D | -12.2% | +5.0% | -17.2% | -14.1% |
| 30D | -19.7% | -12.5% | -7.3% | -16.9% |
| 3M | -37.4% | -33.6% | -3.8% | -30.7% |
| 6M | -42.3% | +10.7% | -53.0% | -46.3% |
| YTD | -49.5% | +80.6% | -130.1% | -54.6% |
| 1Y | -54.7% | +288.4% | -343.1% | -54.1% |
| All | -54.7% | +293.8% | -348.5% | -54.1% |
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