+262.9%
OKLO vs VSH
+70.0%
+193.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +6.1% | -15.3% | -11.9% |
| 7D | -12.2% | +4.8% | -17.0% | -14.4% |
| 30D | -19.7% | -0.7% | -19.0% | -19.9% |
| 3M | -37.4% | -43.1% | +5.7% | -21.9% |
| 6M | -42.3% | +91.8% | -134.1% | -57.1% |
| YTD | -49.5% | +131.6% | -181.1% | -65.3% |
| 1Y | -54.7% | +118.1% | -172.8% | -68.1% |
| 3Y | +249.6% | +40.9% | +208.7% | +155.8% |
| 5Y | +268.1% | +75.8% | +192.3% | +171.7% |
| All | +262.9% | +70.0% | +193.0% | +168.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling