+165.4%
CVX vs OKLO
+139.2%
+26.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.6% |
| 7D | +3.4% | +1.6% | +1.9% | +3.4% |
| 30D | -1.0% | -17.6% | +16.7% | -1.1% |
| 3M | +12.2% | -48.5% | +60.7% | +11.9% |
| 6M | +20.3% | -65.7% | +86.0% | +20.2% |
| YTD | +48.3% | -66.7% | +115.0% | +48.0% |
| 1Y | +46.9% | -76.5% | +123.4% | +47.0% |
| 3Y | +73.1% | +132.5% | -59.3% | +55.5% |
| 5Y | +135.2% | +142.8% | -7.6% | +104.6% |
| All | +165.4% | +139.2% | +26.2% | +135.0% |
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