+151.8%
CVX vs OKLO
+312.7%
-160.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.6% | -4.9% | -1.3% |
| 7D | +3.3% | +2.8% | +0.5% | +3.4% |
| 30D | +12.9% | -4.0% | +16.9% | +12.9% |
| 3M | +11.7% | -36.9% | +48.6% | +11.8% |
| 6M | +14.1% | -37.1% | +51.3% | +14.2% |
| YTD | +40.7% | -42.5% | +83.2% | +40.7% |
| 1Y | +37.5% | -40.7% | +78.2% | +36.9% |
| 3Y | +43.9% | +299.1% | -255.2% | +29.9% |
| 5Y | +161.5% | +317.3% | -155.8% | +128.2% |
| All | +151.8% | +312.7% | -160.9% | +123.5% |
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