+40.1%
CVS vs OKLO
+262.2%
-222.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.2% | +8.5% | -0.6% |
| 7D | -2.2% | -12.2% | +10.1% | -2.1% |
| 30D | -0.1% | -19.7% | +19.7% | 0.0% |
| 3M | -5.2% | -37.4% | +32.2% | -5.0% |
| 6M | +26.9% | -42.3% | +69.2% | +27.1% |
| YTD | +22.1% | -49.5% | +71.6% | +22.2% |
| 1Y | +30.8% | -54.7% | +85.5% | +31.1% |
| 3Y | +54.4% | +249.6% | -195.2% | +49.7% |
| 5Y | +33.4% | +268.1% | -234.7% | +26.8% |
| All | +40.1% | +262.2% | -222.1% | +33.7% |
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 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