-22.0%
VST vs OKLO
-78.1%
+56.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.6% |
| 7D | +6.6% | +1.6% | +5.0% | +6.0% |
| 30D | -12.4% | -17.6% | +5.3% | -9.0% |
| 3M | -9.0% | -48.5% | +39.5% | +3.7% |
| 6M | -6.4% | -65.7% | +59.2% | +14.0% |
| YTD | -17.2% | -66.7% | +49.5% | -1.9% |
| 1Y | -22.0% | -76.5% | +54.4% | -0.2% |
| All | -22.0% | -78.1% | +56.1% | -0.2% |
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