+270.7%
OKLO vs VXX
-95.6%
+366.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -4.3% | -4.9% | -10.4% |
| 7D | -12.2% | +2.0% | -14.2% | -11.8% |
| 30D | -19.7% | -7.1% | -12.6% | -21.2% |
| 3M | -37.4% | -28.6% | -8.8% | -42.4% |
| 6M | -42.3% | -44.0% | +1.7% | -49.0% |
| YTD | -49.5% | -31.7% | -17.8% | -52.1% |
| 1Y | -54.7% | -46.3% | -8.4% | -58.7% |
| 3Y | +249.6% | -78.3% | +327.9% | +223.4% |
| All | +270.7% | -95.6% | +366.4% | +238.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling