+262.9%
OKLO vs VWO
+35.6%
+227.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.7% | -9.9% | -10.0% |
| 7D | -12.2% | -1.8% | -10.5% | -10.4% |
| 30D | -19.7% | -0.1% | -19.6% | -19.4% |
| 3M | -37.4% | +2.2% | -39.6% | -38.2% |
| 6M | -42.3% | +8.8% | -51.0% | -45.0% |
| YTD | -49.5% | +12.4% | -61.9% | -53.0% |
| 1Y | -54.7% | +15.6% | -70.3% | -58.4% |
| 3Y | +249.6% | +62.5% | +187.1% | +184.4% |
| 5Y | +268.1% | +34.3% | +233.8% | +200.5% |
| All | +262.9% | +35.6% | +227.3% | +196.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling