+262.9%
OKLO vs VMC
+52.9%
+210.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.9% | -10.0% | -9.5% |
| 7D | -12.2% | -3.8% | -8.5% | -11.0% |
| 30D | -19.7% | -9.7% | -10.1% | -16.5% |
| 3M | -37.4% | -9.6% | -27.8% | -35.4% |
| 6M | -42.3% | -4.8% | -37.5% | -41.3% |
| YTD | -49.5% | -10.9% | -38.6% | -47.4% |
| 1Y | -54.7% | -15.6% | -39.1% | -51.9% |
| 3Y | +249.6% | +19.3% | +230.3% | +250.9% |
| 5Y | +268.1% | +48.0% | +220.1% | +268.5% |
| All | +262.9% | +52.9% | +210.0% | +261.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling