+262.9%
OKLO vs VUG
+88.3%
+174.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.9% | -10.1% | -10.1% |
| 7D | -12.2% | -0.5% | -11.8% | -11.9% |
| 30D | -19.7% | -1.0% | -18.8% | -18.9% |
| 3M | -37.4% | +3.5% | -40.9% | -38.8% |
| 6M | -42.3% | +14.2% | -56.5% | -47.2% |
| YTD | -49.5% | +8.5% | -58.0% | -51.6% |
| 1Y | -54.7% | +12.9% | -67.6% | -57.2% |
| 3Y | +249.6% | +85.6% | +164.0% | +196.2% |
| 5Y | +268.1% | +78.1% | +190.0% | +214.2% |
| All | +262.9% | +88.3% | +174.6% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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