+334.0%
OKLO vs VICR
+85.9%
+248.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.5% | +2.4% | +4.4% |
| 7D | +12.4% | +9.8% | +2.6% | +10.2% |
| 30D | -10.6% | -12.6% | +2.1% | -8.3% |
| 3M | -26.5% | -29.7% | +3.2% | -21.9% |
| 6M | -25.6% | +18.8% | -44.5% | -28.5% |
| YTD | -39.6% | +76.4% | -116.0% | -45.3% |
| 1Y | -38.8% | +282.4% | -321.1% | -51.0% |
| 3Y | +318.1% | +206.2% | +111.9% | +231.9% |
| 5Y | +339.7% | +53.9% | +285.8% | +249.7% |
| All | +334.0% | +85.9% | +248.0% | +242.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling