+313.5%
OKLO vs VSH
+62.2%
+251.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.4% | -0.8% | +1.6% |
| 7D | +2.8% | +4.1% | -1.2% | +1.0% |
| 30D | -4.0% | -4.2% | +0.2% | -1.8% |
| 3M | -36.9% | -50.0% | +13.1% | -16.3% |
| 6M | -37.1% | +80.2% | -117.3% | -51.8% |
| YTD | -42.5% | +121.1% | -163.6% | -59.5% |
| 1Y | -40.7% | +112.0% | -152.7% | -57.5% |
| 3Y | +299.1% | +22.5% | +276.6% | +199.3% |
| 5Y | +317.3% | +64.0% | +253.2% | +216.1% |
| All | +313.5% | +62.2% | +251.3% | +213.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling