+334.0%
OKLO vs CTVA
+111.6%
+222.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.2% | +5.4% |
| 7D | +12.4% | -2.1% | +14.5% | +12.8% |
| 30D | -10.6% | +12.0% | -22.6% | -12.7% |
| 3M | -26.5% | +13.5% | -40.0% | -28.9% |
| 6M | -25.6% | +12.1% | -37.8% | -28.0% |
| YTD | -39.6% | +29.0% | -68.7% | -43.3% |
| 1Y | -38.8% | +18.9% | -57.6% | -41.8% |
| 3Y | +318.1% | +78.9% | +239.2% | +275.6% |
| 5Y | +339.7% | +105.2% | +234.5% | +294.1% |
| All | +334.0% | +111.6% | +222.3% | +290.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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