+7.2%
CVNA vs OKLO
+262.2%
-255.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.2% | +7.6% | -0.4% |
| 7D | -7.3% | -12.2% | +5.0% | -5.7% |
| 30D | -4.6% | -19.7% | +15.2% | -1.9% |
| 3M | +2.0% | -37.4% | +39.4% | +7.5% |
| 6M | +11.7% | -42.3% | +54.0% | +17.4% |
| YTD | -18.1% | -49.5% | +31.5% | -13.3% |
| 1Y | -2.4% | -54.7% | +52.3% | +2.9% |
| 3Y | +580.6% | +249.6% | +331.0% | +313.2% |
| 5Y | +4.9% | +268.1% | -263.2% | -41.7% |
| All | +7.2% | +262.2% | -255.0% | -39.3% |
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