+19.4%
CDNS vs OKLO
+319.3%
-299.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.9% | -7.9% | -3.3% |
| 7D | -9.2% | +12.4% | -21.6% | -10.1% |
| 30D | -16.3% | -10.6% | -5.7% | -15.7% |
| 3M | -27.9% | -26.5% | -1.4% | -26.6% |
| 6M | -4.3% | -25.6% | +21.3% | -3.3% |
| YTD | -9.1% | -39.6% | +30.5% | -7.3% |
| 1Y | -21.2% | -38.8% | +17.5% | -20.6% |
| 3Y | +19.4% | +318.1% | -298.7% | +8.1% |
| All | +19.4% | +319.3% | -299.9% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling