-76.5%
OKLO vs VUG
+3.5%
-79.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | +0.4% |
| 7D | +1.6% | +2.5% | -0.9% | -4.6% |
| 30D | -17.6% | -6.3% | -11.4% | -0.3% |
| 3M | -48.5% | -6.0% | -42.5% | -37.5% |
| 6M | -65.7% | -3.5% | -62.1% | -60.4% |
| YTD | -66.7% | +3.9% | -70.6% | -67.4% |
| 1Y | -76.5% | +5.1% | -81.6% | -77.6% |
| All | -76.5% | +3.5% | -79.9% | -77.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling