+160.8%
OKLO vs VXUS
+69.1%
+91.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +2.8% | +11.1% | +6.8% |
| 7D | +14.1% | +0.8% | +13.4% | +12.9% |
| 30D | -22.7% | -1.9% | -20.8% | -17.8% |
| 3M | -44.6% | -4.4% | -40.2% | -36.6% |
| 6M | -63.0% | -2.0% | -61.0% | -59.0% |
| YTD | -62.6% | +11.1% | -73.7% | -68.1% |
| 1Y | -76.2% | +15.1% | -91.2% | -81.1% |
| 3Y | +160.8% | +70.4% | +90.4% | +28.5% |
| All | +160.8% | +69.1% | +91.8% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling