-34.9%
VST vs OKLO
-81.5%
+46.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -5.8% | -8.0% | -12.4% |
| 7D | -15.7% | -18.4% | +2.7% | -11.5% |
| 30D | -17.0% | -38.5% | +21.5% | -7.1% |
| 3M | -15.9% | -48.9% | +33.1% | -3.2% |
| 6M | -25.0% | -67.8% | +42.8% | -6.3% |
| YTD | -25.1% | -69.2% | +44.1% | -8.6% |
| 1Y | -34.9% | -80.3% | +45.4% | -11.6% |
| All | -34.9% | -81.5% | +46.6% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 OKLO 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