+131.4%
CVX vs OKLO
+149.0%
-17.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.5% | +6.9% | +1.4% |
| 7D | +1.6% | +27.3% | -25.7% | +1.7% |
| 30D | -0.6% | -23.1% | +22.4% | -0.8% |
| 3M | +11.0% | -45.8% | +56.8% | +10.7% |
| 6M | +18.4% | -66.8% | +85.2% | +18.3% |
| YTD | +45.9% | -65.9% | +111.8% | +45.6% |
| 1Y | +46.7% | -78.0% | +124.7% | +46.9% |
| 3Y | +71.6% | +137.4% | -65.8% | +55.3% |
| 5Y | +131.4% | +148.2% | -16.8% | +99.2% |
| All | +131.4% | +149.0% | -17.5% | +99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling