+249.6%
OKLO vs VRSK
-26.5%
+276.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.2% | -9.4% | -9.1% |
| 7D | -12.2% | -5.2% | -7.1% | -14.3% |
| 30D | -19.7% | -2.3% | -17.4% | -20.5% |
| 3M | -37.4% | -2.9% | -34.5% | -37.7% |
| 6M | -42.3% | -12.8% | -29.5% | -43.8% |
| YTD | -49.5% | -20.8% | -28.7% | -53.0% |
| 1Y | -54.7% | -33.2% | -21.5% | -59.4% |
| 3Y | +249.6% | -26.6% | +276.2% | +236.1% |
| All | +249.6% | -26.5% | +276.1% | +236.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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