-80.3%
OKLO vs VXX
-51.0%
-29.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -9.6% | +3.8% | -12.3% |
| 7D | -18.4% | -4.1% | -14.3% | -20.4% |
| 30D | -38.5% | -0.8% | -37.7% | -37.8% |
| 3M | -48.9% | -19.8% | -29.2% | -55.3% |
| 6M | -67.8% | -40.5% | -27.3% | -76.2% |
| YTD | -69.2% | -35.5% | -33.6% | -73.8% |
| 1Y | -80.3% | -51.1% | -29.2% | -86.6% |
| All | -80.3% | -51.0% | -29.2% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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