-32.0%
VST vs OKLO
-80.4%
+48.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +22.7% | -12.1% | +4.7% |
| 7D | -9.8% | -6.7% | -3.1% | -8.7% |
| 30D | -25.1% | -36.0% | +10.9% | -17.5% |
| 3M | -11.6% | -44.2% | +32.6% | -0.9% |
| 6M | -20.9% | -70.4% | +49.5% | -0.1% |
| YTD | -22.3% | -67.2% | +44.9% | -7.2% |
| 1Y | -32.0% | -77.9% | +45.9% | -10.7% |
| All | -32.0% | -80.4% | +48.4% | -10.7% |
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