+773.5%
VST vs OKLO
+312.7%
+460.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | -0.1% | +2.7% |
| 7D | +8.9% | +2.8% | +6.1% | +8.2% |
| 30D | +6.2% | -4.0% | +10.2% | +6.3% |
| 3M | -2.7% | -36.9% | +34.2% | +6.0% |
| 6M | -8.4% | -37.1% | +28.8% | -2.2% |
| YTD | -7.2% | -42.5% | +35.3% | -0.6% |
| 1Y | -20.9% | -40.7% | +19.8% | -19.6% |
| 3Y | +384.0% | +299.1% | +84.9% | +181.1% |
| 5Y | +757.1% | +317.3% | +439.8% | +397.2% |
| All | +773.5% | +312.7% | +460.8% | +414.2% |
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 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