+151.3%
OKLO vs VSH
+43.7%
+107.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.8% | -5.7% | -2.0% |
| 7D | +16.9% | +12.8% | +4.1% | +9.4% |
| 30D | -19.7% | -9.0% | -10.7% | -15.8% |
| 3M | -45.0% | -12.2% | -32.8% | -42.0% |
| 6M | -66.9% | -15.9% | -51.0% | -65.9% |
| YTD | -64.0% | +103.2% | -167.2% | -78.4% |
| 1Y | -75.2% | +108.4% | -183.6% | -85.2% |
| All | +151.3% | +43.7% | +107.7% | +100.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling