-80.3%
OKLO vs VSH
+62.1%
-142.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.1% | -0.8% | -3.0% |
| 7D | -18.4% | -13.6% | -4.8% | -11.6% |
| 30D | -38.5% | -30.4% | -8.2% | -25.1% |
| 3M | -48.9% | -33.3% | -15.7% | -37.6% |
| 6M | -67.8% | -15.1% | -52.7% | -68.4% |
| YTD | -69.2% | +80.2% | -149.4% | -84.0% |
| 1Y | -80.3% | +63.4% | -143.7% | -88.8% |
| All | -80.3% | +62.1% | -142.3% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling