+47.0%
CVX vs OKLO
-81.5%
+128.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.8% | +2.1% | -4.0% |
| 7D | -5.3% | -18.4% | +13.1% | -6.6% |
| 30D | +5.1% | -38.5% | +43.6% | +2.1% |
| 3M | +14.9% | -48.9% | +63.9% | +10.8% |
| 6M | +14.9% | -67.8% | +82.6% | +9.5% |
| YTD | +46.3% | -69.2% | +115.5% | +40.2% |
| 1Y | +47.0% | -80.3% | +127.3% | +40.2% |
| All | +47.0% | -81.5% | +128.5% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling