+0.8%
CVNA vs OKLO
-42.7%
+43.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.6% | -2.0% | +1.0% |
| 7D | +0.7% | +2.8% | -2.1% | +0.3% |
| 30D | +7.4% | -4.0% | +11.4% | +7.5% |
| 3M | +12.7% | -36.9% | +49.6% | +20.6% |
| 6M | +17.9% | -37.1% | +55.1% | +22.6% |
| YTD | -11.6% | -42.5% | +30.9% | -8.3% |
| 1Y | +0.8% | -40.7% | +41.5% | +3.5% |
| All | +0.8% | -42.7% | +43.4% | +3.5% |
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