+145.0%
OKLO vs VLO
+526.3%
-381.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.1% | -8.5% | -5.5% |
| 7D | +27.3% | +6.8% | +20.6% | +27.1% |
| 30D | -23.1% | -17.9% | -5.2% | -22.9% |
| 3M | -45.8% | +13.5% | -59.4% | -46.2% |
| 6M | -66.8% | +53.0% | -119.8% | -67.4% |
| YTD | -65.9% | +133.7% | -199.7% | -68.1% |
| 1Y | -78.0% | +115.7% | -193.7% | -79.3% |
| 3Y | +137.4% | +231.9% | -94.5% | +116.9% |
| 5Y | +148.2% | +471.6% | -323.3% | +122.8% |
| All | +145.0% | +526.3% | -381.3% | +119.9% |
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