+318.1%
OKLO vs VUG
+88.1%
+230.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.7% |
| 7D | +12.4% | +0.9% | +11.5% | +10.3% |
| 30D | -10.6% | -1.4% | -9.1% | -7.6% |
| 3M | -26.5% | +2.3% | -28.8% | -28.7% |
| 6M | -25.6% | +15.7% | -41.3% | -41.8% |
| YTD | -39.6% | +8.6% | -48.3% | -46.0% |
| 1Y | -38.8% | +14.1% | -52.8% | -48.5% |
| 3Y | +318.1% | +87.9% | +230.2% | +168.4% |
| All | +318.1% | +88.1% | +230.0% | +168.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling