+25.2%
CVNA vs OKLO
-81.5%
+106.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -5.8% | +14.6% | +9.9% |
| 7D | +31.3% | -18.4% | +49.8% | +36.4% |
| 30D | +21.7% | -38.5% | +60.2% | +33.6% |
| 3M | +14.0% | -48.9% | +63.0% | +28.6% |
| 6M | +3.0% | -67.8% | +70.7% | +25.2% |
| YTD | -8.1% | -69.2% | +61.1% | +6.2% |
| 1Y | +25.2% | -80.3% | +105.5% | +60.6% |
| All | +25.2% | -81.5% | +106.6% | +60.6% |
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