+156.8%
CVX vs OKLO
+298.8%
-142.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.8% | -0.5% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +9.1% | -15.2% | +24.3% | +9.1% |
| 3M | +13.1% | -26.2% | +39.3% | +13.1% |
| 6M | +16.3% | -35.0% | +51.3% | +16.2% |
| YTD | +43.5% | -44.4% | +87.9% | +43.5% |
| 1Y | +40.2% | -45.9% | +86.1% | +39.7% |
| 3Y | +44.2% | +284.9% | -240.7% | +30.2% |
| 5Y | +170.6% | +305.3% | -134.7% | +134.7% |
| All | +156.8% | +298.8% | -142.0% | +128.0% |
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