+262.9%
OKLO vs VIG
+69.0%
+194.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.7% | -9.9% | -9.9% |
| 7D | -12.2% | -1.1% | -11.2% | -11.3% |
| 30D | -19.7% | -2.7% | -17.0% | -17.4% |
| 3M | -37.4% | +2.5% | -39.9% | -39.0% |
| 6M | -42.3% | +9.2% | -51.5% | -46.5% |
| YTD | -49.5% | +9.8% | -59.4% | -53.2% |
| 1Y | -54.7% | +12.4% | -67.1% | -58.5% |
| 3Y | +249.6% | +55.9% | +193.7% | +190.9% |
| 5Y | +268.1% | +63.9% | +204.1% | +206.2% |
| All | +262.9% | +69.0% | +194.0% | +198.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling