+270.7%
OKLO vs VICR
+57.6%
+213.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +11.2% | -20.3% | -11.6% |
| 7D | -12.2% | +5.0% | -17.2% | -13.4% |
| 30D | -19.7% | -12.5% | -7.3% | -17.9% |
| 3M | -37.4% | -33.6% | -3.8% | -33.0% |
| 6M | -42.3% | +10.7% | -53.0% | -44.2% |
| YTD | -49.5% | +80.6% | -130.1% | -54.7% |
| 1Y | -54.7% | +288.4% | -343.1% | -64.1% |
| 3Y | +249.6% | +213.8% | +35.8% | +174.7% |
| All | +270.7% | +57.6% | +213.1% | +191.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling