+334.0%
OKLO vs VTR
+86.0%
+248.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.4% | +4.9% |
| 7D | +12.4% | -2.4% | +14.8% | +12.2% |
| 30D | -10.6% | -3.7% | -6.8% | -10.8% |
| 3M | -26.5% | +13.5% | -40.1% | -26.2% |
| 6M | -25.6% | +7.2% | -32.8% | -25.3% |
| YTD | -39.6% | +17.6% | -57.2% | -39.2% |
| 1Y | -38.8% | +35.4% | -74.1% | -38.2% |
| 3Y | +318.1% | +132.8% | +185.2% | +319.8% |
| 5Y | +339.7% | +88.7% | +251.0% | +339.2% |
| All | +334.0% | +86.0% | +248.0% | +334.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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