+561.6%
VST vs OKLO
+92.0%
+469.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -13.2% | +7.0% | -3.1% |
| 7D | -19.9% | -28.4% | +8.5% | -13.5% |
| 30D | -29.7% | -50.2% | +20.5% | -17.6% |
| 3M | -19.6% | -55.3% | +35.8% | -4.5% |
| 6M | -29.4% | -71.9% | +42.5% | -8.6% |
| YTD | -29.7% | -73.2% | +43.5% | -10.8% |
| 1Y | -40.0% | -84.2% | +44.1% | -15.3% |
| 3Y | +231.0% | +86.4% | +144.6% | +127.7% |
| 5Y | +500.1% | +94.9% | +405.1% | +312.2% |
| All | +561.6% | +92.0% | +469.6% | +361.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling