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  • CDE vs OKLO✓SelectedUSD · OKLOCDE vs OKLO performance historyLatest closeAs of+1.65%09/09
Stock and ETF performance explorer

CDE vs OKLO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+154.5%
OKLO return
+325.7%
Excess return
-171.2%
Maximum drawdown
-76.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioOKLOExcessAlpha
1D+1.6%-1.7%+3.4%+1.9%
7D-2.0%+7.7%-9.7%-3.3%
30D+15.7%-4.3%+20.0%+16.3%
3M+30.5%-24.6%+55.1%+36.1%
6M-7.4%-31.1%+23.7%-2.5%
YTD+17.9%-40.7%+58.6%+26.4%
1Y+46.7%-42.4%+89.2%+56.8%
3Y+851.3%+310.9%+540.4%+528.7%
5Y+202.9%+332.6%-129.7%+83.5%
All+154.5%+325.7%-171.2%+61.7%

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