-80.3%
OKLO vs VWO
+5.9%
-86.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.7% | -7.5% | -10.3% |
| 7D | -18.4% | -1.3% | -17.1% | -15.7% |
| 30D | -38.5% | -7.1% | -31.4% | -24.5% |
| 3M | -48.9% | -6.1% | -42.9% | -38.8% |
| 6M | -67.8% | -3.9% | -63.9% | -62.4% |
| YTD | -69.2% | +5.0% | -74.2% | -74.0% |
| 1Y | -80.3% | +6.0% | -86.3% | -83.9% |
| All | -80.3% | +5.9% | -86.2% | -83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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