+145.0%
OKLO vs VSH
+42.2%
+102.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.6% | -0.8% | -3.3% |
| 7D | +27.3% | +26.2% | +1.1% | +14.7% |
| 30D | -23.1% | -12.5% | -10.6% | -18.4% |
| 3M | -45.8% | -16.9% | -28.9% | -41.8% |
| 6M | -66.8% | -17.0% | -49.8% | -65.0% |
| YTD | -65.9% | +93.8% | -159.7% | -74.8% |
| 1Y | -78.0% | +99.3% | -177.3% | -83.8% |
| 3Y | +137.4% | +35.0% | +102.4% | +86.8% |
| 5Y | +148.2% | +45.8% | +102.4% | +95.5% |
| All | +145.0% | +42.2% | +102.8% | +94.9% |
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