+139.7%
OKLO vs VIG
+78.4%
+61.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +1.6% | +3.5% | -1.9% | -1.9% |
| 30D | -17.6% | +4.9% | -22.6% | -21.4% |
| 3M | -48.5% | +2.5% | -51.0% | -49.6% |
| 6M | -65.7% | +11.0% | -76.7% | -68.9% |
| YTD | -66.7% | +16.0% | -82.6% | -70.7% |
| 1Y | -76.5% | +17.5% | -94.0% | -79.5% |
| 3Y | +132.5% | +67.0% | +65.5% | +83.4% |
| 5Y | +142.8% | +64.8% | +78.1% | +92.2% |
| All | +139.7% | +78.4% | +61.3% | +87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling