+145.0%
OKLO vs VUG
+82.1%
+62.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.2% | -5.2% |
| 7D | +27.3% | +4.4% | +22.9% | +22.5% |
| 30D | -23.1% | -7.3% | -15.7% | -16.0% |
| 3M | -45.8% | -4.2% | -41.6% | -42.4% |
| 6M | -66.8% | -1.6% | -65.2% | -65.1% |
| YTD | -65.9% | +4.9% | -70.8% | -65.6% |
| 1Y | -78.0% | +3.8% | -81.8% | -77.5% |
| 3Y | +137.4% | +79.4% | +58.0% | +111.3% |
| 5Y | +148.2% | +63.9% | +84.3% | +123.1% |
| All | +145.0% | +82.1% | +62.9% | +118.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling