+139.7%
OKLO vs VLO
+534.4%
-394.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.2% |
| 7D | +1.6% | +9.6% | -8.1% | +1.3% |
| 30D | -17.6% | -17.4% | -0.2% | -17.4% |
| 3M | -48.5% | +10.8% | -59.3% | -48.8% |
| 6M | -65.7% | +56.9% | -122.6% | -66.4% |
| YTD | -66.7% | +136.8% | -203.4% | -68.8% |
| 1Y | -76.5% | +120.7% | -197.1% | -77.8% |
| 3Y | +132.5% | +231.9% | -99.5% | +112.4% |
| 5Y | +142.8% | +479.0% | -336.2% | +117.9% |
| All | +139.7% | +534.4% | -394.7% | +115.0% |
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