+92.4%
OKLO vs VT
+63.6%
+28.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -4.1% | -9.1% | -7.5% |
| 7D | -28.4% | -4.2% | -24.2% | -23.6% |
| 30D | -50.2% | -5.8% | -44.4% | -45.4% |
| 3M | -55.3% | -5.2% | -50.1% | -51.1% |
| 6M | -71.9% | +0.1% | -72.1% | -70.7% |
| YTD | -73.2% | +8.2% | -81.5% | -73.9% |
| 1Y | -84.2% | +10.1% | -94.3% | -84.7% |
| 3Y | +86.4% | +69.7% | +16.7% | +54.2% |
| 5Y | +94.9% | +53.4% | +41.5% | +62.4% |
| All | +92.4% | +63.6% | +28.8% | +58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling