+15.8%
CVNA vs OKLO
+333.1%
-317.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.8% | -0.5% |
| 7D | +3.5% | +12.4% | -8.9% | +1.9% |
| 30D | +5.5% | -10.6% | +16.0% | +6.7% |
| 3M | +7.6% | -26.5% | +34.1% | +11.0% |
| 6M | +17.6% | -25.6% | +43.2% | +19.6% |
| YTD | -11.5% | -39.6% | +28.2% | -8.5% |
| 1Y | +0.4% | -38.8% | +39.1% | +1.8% |
| 3Y | +695.6% | +318.1% | +377.5% | +371.9% |
| 5Y | +13.6% | +339.7% | -326.1% | -38.2% |
| All | +15.8% | +333.1% | -317.3% | -35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling