+33.2%
CVS vs OKLO
+139.2%
-106.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.5% |
| 7D | +6.6% | +1.6% | +5.0% | +6.5% |
| 30D | -0.4% | -17.6% | +17.2% | -0.5% |
| 3M | -5.3% | -48.5% | +43.2% | -5.1% |
| 6M | -7.7% | -65.7% | +58.0% | -7.4% |
| YTD | +16.0% | -66.7% | +82.7% | +16.2% |
| 1Y | +16.2% | -76.5% | +92.7% | +16.8% |
| 3Y | +47.6% | +132.5% | -84.9% | +43.1% |
| 5Y | +12.3% | +142.8% | -130.5% | +7.7% |
| All | +33.2% | +139.2% | -106.0% | +27.2% |
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