+168.9%
OKLO vs VT
+68.2%
+100.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +2.6% | +11.4% | +10.2% |
| 7D | +14.1% | +0.4% | +13.7% | +14.4% |
| 30D | -22.7% | -2.6% | -20.1% | -18.9% |
| 3M | -44.6% | -3.2% | -41.3% | -41.0% |
| 6M | -63.0% | +0.9% | -63.9% | -62.0% |
| YTD | -62.6% | +11.3% | -73.9% | -64.9% |
| 1Y | -76.2% | +14.0% | -90.2% | -78.0% |
| 3Y | +160.8% | +75.8% | +85.0% | +108.1% |
| 5Y | +172.5% | +57.8% | +114.7% | +119.0% |
| All | +168.9% | +68.2% | +100.7% | +114.0% |
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