+332.6%
OKLO vs VIG
+62.2%
+270.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.1% |
| 7D | +7.7% | -1.2% | +8.9% | +9.0% |
| 30D | -4.3% | -2.8% | -1.5% | -1.4% |
| 3M | -24.6% | +2.5% | -27.1% | -26.4% |
| 6M | -31.1% | +8.1% | -39.2% | -35.5% |
| YTD | -40.7% | +9.6% | -50.2% | -44.8% |
| 1Y | -42.4% | +14.2% | -56.6% | -47.9% |
| 3Y | +310.9% | +56.1% | +254.8% | +242.5% |
| 5Y | +332.6% | +62.8% | +269.8% | +261.1% |
| All | +332.6% | +62.2% | +270.4% | +261.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling