+326.6%
OKLO vs VYM
+81.5%
+245.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.2% |
| 7D | +7.7% | -1.0% | +8.7% | +8.8% |
| 30D | -4.3% | -2.0% | -2.3% | -2.2% |
| 3M | -24.6% | +3.1% | -27.7% | -26.9% |
| 6M | -31.1% | +8.9% | -40.0% | -35.9% |
| YTD | -40.7% | +14.7% | -55.4% | -47.0% |
| 1Y | -42.4% | +19.4% | -61.9% | -49.9% |
| 3Y | +310.9% | +65.4% | +245.5% | +225.7% |
| 5Y | +332.6% | +77.6% | +255.1% | +241.5% |
| All | +326.6% | +81.5% | +245.0% | +234.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling