+284.9%
OKLO vs VIG
+54.7%
+230.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.5% | -5.9% | -5.2% |
| 7D | +0.1% | -2.2% | +2.3% | +5.5% |
| 30D | -15.2% | -3.2% | -11.9% | -8.4% |
| 3M | -26.2% | +3.0% | -29.2% | -31.1% |
| 6M | -35.0% | +8.1% | -43.2% | -44.4% |
| YTD | -44.4% | +9.1% | -53.5% | -52.8% |
| 1Y | -45.9% | +12.6% | -58.5% | -56.3% |
| All | +284.9% | +54.7% | +230.2% | +138.2% |
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