+249.6%
OKLO vs VYM
+65.1%
+184.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.7% | -9.9% | -10.7% |
| 7D | -12.2% | -0.8% | -11.4% | -10.8% |
| 30D | -19.7% | -2.2% | -17.5% | -15.7% |
| 3M | -37.4% | +3.1% | -40.5% | -41.5% |
| 6M | -42.3% | +9.7% | -52.0% | -51.4% |
| YTD | -49.5% | +14.9% | -64.4% | -60.8% |
| 1Y | -54.7% | +17.6% | -72.3% | -66.0% |
| 3Y | +249.6% | +65.3% | +184.3% | +95.2% |
| All | +249.6% | +65.1% | +184.6% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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