+151.3%
OKLO vs VMC
+37.8%
+113.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.8% |
| 7D | +16.9% | -4.3% | +21.2% | +21.1% |
| 30D | -19.7% | +16.2% | -35.9% | -28.6% |
| 3M | -45.0% | -0.8% | -44.2% | -44.9% |
| 6M | -66.9% | +1.2% | -68.1% | -67.9% |
| YTD | -64.0% | +0.5% | -64.4% | -65.1% |
| 1Y | -75.2% | -2.9% | -72.3% | -75.2% |
| All | +151.3% | +37.8% | +113.6% | +118.2% |
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 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