+326.6%
OKLO vs VLO
+549.6%
-223.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -1.8% |
| 7D | +7.7% | +6.2% | +1.5% | +7.5% |
| 30D | -4.3% | +23.5% | -27.8% | -4.9% |
| 3M | -24.6% | +53.9% | -78.5% | -25.8% |
| 6M | -31.1% | +81.7% | -112.8% | -33.5% |
| YTD | -40.7% | +142.5% | -183.1% | -44.3% |
| 1Y | -42.4% | +145.4% | -187.9% | -46.1% |
| 3Y | +310.9% | +197.3% | +113.6% | +276.4% |
| 5Y | +332.6% | +614.6% | -282.0% | +286.4% |
| All | +326.6% | +549.6% | -223.1% | +283.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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