+145.0%
OKLO vs CDW
+4.9%
+140.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.4% |
| 7D | +27.3% | +9.1% | +18.3% | +25.5% |
| 30D | -23.1% | +13.7% | -36.8% | -24.7% |
| 3M | -45.8% | +27.0% | -72.9% | -48.1% |
| 6M | -66.8% | +75.9% | -142.7% | -70.5% |
| YTD | -65.9% | +28.9% | -94.8% | -68.3% |
| 1Y | -78.0% | +19.6% | -97.6% | -78.9% |
| 3Y | +137.4% | -14.6% | +152.0% | +141.2% |
| 5Y | +148.2% | -3.2% | +151.4% | +151.8% |
| All | +145.0% | +4.9% | +140.1% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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