+668.8%
VST vs OKLO
+150.9%
+517.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.5% | +4.5% | -0.5% |
| 7D | -6.0% | +6.8% | -12.8% | -7.6% |
| 30D | -18.8% | -27.7% | +8.9% | -12.9% |
| 3M | -8.0% | -43.6% | +35.6% | +3.6% |
| 6M | -10.9% | -65.4% | +54.5% | +10.1% |
| YTD | -18.3% | -65.0% | +46.7% | -2.8% |
| 1Y | -29.9% | -77.5% | +47.6% | -8.8% |
| 3Y | +290.3% | +143.6% | +146.7% | +151.8% |
| 5Y | +635.3% | +154.7% | +480.6% | +373.6% |
| All | +668.8% | +150.9% | +517.9% | +403.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling