+15.2%
VZ vs OKLO
+168.4%
-153.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +14.0% | -13.2% | +1.2% |
| 7D | +2.2% | +14.1% | -11.9% | +2.7% |
| 30D | +10.6% | -22.7% | +33.2% | +10.1% |
| 3M | -0.6% | -44.6% | +44.0% | -1.7% |
| 6M | +0.7% | -63.0% | +63.7% | -0.9% |
| YTD | +20.6% | -62.6% | +83.2% | +19.1% |
| 1Y | +22.7% | -76.2% | +98.9% | +20.3% |
| 3Y | +57.2% | +160.8% | -103.6% | +53.3% |
| 5Y | +21.4% | +172.5% | -151.1% | +18.2% |
| All | +15.2% | +168.4% | -153.2% | +12.8% |
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