+318.1%
OKLO vs VMC
+21.4%
+296.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.6% | +6.1% |
| 7D | +12.4% | -0.5% | +12.9% | +12.8% |
| 30D | -10.6% | -9.1% | -1.5% | -4.3% |
| 3M | -26.5% | -4.1% | -22.4% | -25.8% |
| 6M | -25.6% | -5.5% | -20.1% | -23.7% |
| YTD | -39.6% | -8.9% | -30.7% | -36.7% |
| 1Y | -38.8% | -12.9% | -25.8% | -33.6% |
| All | +318.1% | +21.4% | +296.7% | +300.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling