+132.5%
OKLO vs VIG
+67.2%
+65.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +1.6% | +3.5% | -1.9% | -6.2% |
| 30D | -17.6% | +4.9% | -22.6% | -26.5% |
| 3M | -48.5% | +2.5% | -51.0% | -51.4% |
| 6M | -65.7% | +11.0% | -76.7% | -73.2% |
| YTD | -66.7% | +16.0% | -82.6% | -75.9% |
| 1Y | -76.5% | +17.5% | -94.0% | -83.3% |
| 3Y | +132.5% | +67.0% | +65.5% | +14.8% |
| All | +132.5% | +67.2% | +65.3% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling