+318.1%
OKLO vs VO
+57.7%
+260.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +6.3% |
| 7D | +12.4% | +0.6% | +11.8% | +10.6% |
| 30D | -10.6% | -1.1% | -9.5% | -8.1% |
| 3M | -26.5% | +4.5% | -31.1% | -33.5% |
| 6M | -25.6% | +11.1% | -36.7% | -39.5% |
| YTD | -39.6% | +13.5% | -53.2% | -52.5% |
| 1Y | -38.8% | +14.5% | -53.2% | -52.0% |
| 3Y | +318.1% | +58.1% | +259.9% | +161.8% |
| All | +318.1% | +57.7% | +260.3% | +161.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling