-80.3%
OKLO vs VMC
+3.7%
-84.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.6% | -10.4% | -8.4% |
| 7D | -18.4% | +12.3% | -30.8% | -24.5% |
| 30D | -38.5% | +21.2% | -59.7% | -45.9% |
| 3M | -48.9% | +4.6% | -53.6% | -50.5% |
| 6M | -67.8% | +3.9% | -71.6% | -69.2% |
| YTD | -69.2% | +5.0% | -74.1% | -73.0% |
| 1Y | -80.3% | +2.6% | -82.9% | -82.2% |
| All | -80.3% | +3.7% | -84.0% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling