+136.0%
OKLO vs VT
+63.9%
+72.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +0.2% | +22.4% | +22.3% |
| 7D | -6.7% | -2.3% | -4.4% | -3.2% |
| 30D | -36.0% | -5.0% | -31.1% | -30.7% |
| 3M | -44.2% | -4.9% | -39.3% | -39.2% |
| 6M | -70.4% | -1.5% | -68.9% | -68.6% |
| YTD | -67.2% | +8.5% | -75.7% | -68.1% |
| 1Y | -77.9% | +11.4% | -89.3% | -79.0% |
| 3Y | +128.4% | +70.1% | +58.3% | +88.4% |
| 5Y | +139.1% | +53.7% | +85.4% | +98.6% |
| All | +136.0% | +63.9% | +72.0% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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