+145.0%
OKLO vs VO
+51.0%
+94.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.6% | -4.5% |
| 7D | +27.3% | +2.9% | +24.4% | +23.8% |
| 30D | -23.1% | +1.0% | -24.1% | -23.2% |
| 3M | -45.8% | -1.7% | -44.1% | -44.3% |
| 6M | -66.8% | +6.7% | -73.5% | -68.2% |
| YTD | -65.9% | +14.0% | -79.9% | -68.7% |
| 1Y | -78.0% | +13.7% | -91.7% | -79.7% |
| 3Y | +137.4% | +65.8% | +71.5% | +102.9% |
| 5Y | +148.2% | +36.6% | +111.6% | +114.1% |
| All | +145.0% | +51.0% | +94.0% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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