+143.1%
OKLO vs VLTO
+56.3%
+86.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.1% | -6.6% | -6.5% |
| 7D | +6.8% | +1.6% | +5.2% | +6.7% |
| 30D | -27.7% | +22.0% | -49.6% | -29.3% |
| 3M | -43.6% | +21.9% | -65.5% | -44.9% |
| 6M | -65.4% | +36.5% | -101.9% | -67.0% |
| YTD | -65.0% | +19.0% | -84.0% | -65.3% |
| 1Y | -77.5% | +21.0% | -98.5% | -77.8% |
| 3Y | +143.6% | +69.9% | +73.7% | +130.0% |
| All | +143.1% | +56.3% | +86.8% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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