+249.6%
OKLO vs VTRS
+84.5%
+165.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.8% | -10.0% | -9.3% |
| 7D | -12.2% | -2.2% | -10.0% | -12.0% |
| 30D | -19.7% | +3.3% | -23.1% | -20.1% |
| 3M | -37.4% | +2.0% | -39.4% | -37.6% |
| 6M | -42.3% | +19.9% | -62.2% | -44.1% |
| YTD | -49.5% | +35.7% | -85.3% | -51.8% |
| 1Y | -54.7% | +68.1% | -122.8% | -58.1% |
| 3Y | +249.6% | +87.1% | +162.5% | +215.2% |
| All | +249.6% | +84.5% | +165.1% | +215.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 3y: compounded portfolio wealth divided by compounded VTRS 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…
3y analysis · Full analysis span regression · 6 months rolling