+249.6%
OKLO vs VWO
+62.9%
+186.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.7% | -9.9% | -10.7% |
| 7D | -12.2% | -1.8% | -10.5% | -8.8% |
| 30D | -19.7% | -0.1% | -19.6% | -19.2% |
| 3M | -37.4% | +2.2% | -39.6% | -39.4% |
| 6M | -42.3% | +8.8% | -51.0% | -48.9% |
| YTD | -49.5% | +12.4% | -61.9% | -57.9% |
| 1Y | -54.7% | +15.6% | -70.3% | -63.8% |
| 3Y | +249.6% | +62.5% | +187.1% | +98.8% |
| All | +249.6% | +62.9% | +186.7% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling