+591.6%
CVNA vs OKLO
+284.9%
+306.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.3% | +2.1% | -3.5% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | -2.4% | -15.2% | +12.8% | -0.5% |
| 3M | +4.5% | -26.2% | +30.7% | +7.7% |
| 6M | +10.2% | -35.0% | +45.3% | +14.0% |
| YTD | -16.7% | -44.4% | +27.7% | -13.1% |
| 1Y | -3.8% | -45.9% | +42.2% | -0.8% |
| All | +591.6% | +284.9% | +306.7% | +374.7% |
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