+55.9%
VZ vs OKLO
+128.2%
-72.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +22.7% | -23.6% | -0.3% |
| 7D | +2.1% | -6.7% | +8.9% | +2.1% |
| 30D | +1.4% | -36.0% | +37.4% | +0.4% |
| 3M | -1.3% | -44.2% | +42.9% | -2.4% |
| 6M | -0.5% | -70.4% | +69.9% | -2.7% |
| YTD | +19.6% | -67.2% | +86.8% | +17.7% |
| 1Y | +22.4% | -77.9% | +100.3% | +19.6% |
| 3Y | +55.9% | +128.4% | -72.5% | +49.4% |
| All | +55.9% | +128.2% | -72.3% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling