+159.1%
OKLO vs VXUS
+52.0%
+107.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.1% | +1.8% |
| 7D | +16.9% | -0.5% | +17.4% | +18.7% |
| 30D | -19.7% | -1.2% | -18.5% | -17.7% |
| 3M | -45.0% | -3.8% | -41.2% | -41.2% |
| 6M | -66.9% | -1.7% | -65.2% | -64.9% |
| YTD | -64.0% | +11.4% | -75.4% | -65.5% |
| 1Y | -75.2% | +13.3% | -88.5% | -76.5% |
| 3Y | +151.1% | +70.0% | +81.1% | +101.1% |
| 5Y | +162.8% | +48.1% | +114.7% | +111.6% |
| All | +159.1% | +52.0% | +107.1% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 10y: compounded portfolio wealth divided by compounded VXUS 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…
10y analysis · Full analysis span regression · 6 months rolling