+107.5%
CDNS vs OKLO
+298.8%
-191.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.3% | +6.4% | +0.6% |
| 7D | -6.5% | +0.1% | -6.6% | -6.6% |
| 30D | -13.0% | -15.2% | +2.2% | -12.0% |
| 3M | -26.0% | -26.2% | +0.2% | -24.7% |
| 6M | -2.8% | -35.0% | +32.2% | -0.9% |
| YTD | -8.8% | -44.4% | +35.6% | -6.5% |
| 1Y | -15.8% | -45.9% | +30.1% | -14.4% |
| 3Y | +19.7% | +284.9% | -265.2% | +4.4% |
| 5Y | +70.8% | +305.3% | -234.5% | +46.9% |
| All | +107.5% | +298.8% | -191.3% | +78.4% |
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