+313.5%
OKLO vs VMC
+58.9%
+254.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.2% |
| 7D | +2.8% | -4.3% | +7.1% | +4.6% |
| 30D | -4.0% | -8.2% | +4.2% | -0.6% |
| 3M | -36.9% | -7.0% | -29.8% | -35.5% |
| 6M | -37.1% | -10.8% | -26.4% | -34.5% |
| YTD | -42.5% | -7.4% | -35.1% | -40.9% |
| 1Y | -40.7% | -9.5% | -31.2% | -38.5% |
| 3Y | +299.1% | +20.5% | +278.7% | +295.1% |
| 5Y | +317.3% | +51.6% | +265.7% | +312.1% |
| All | +313.5% | +58.9% | +254.6% | +306.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling