-78.0%
OKLO vs CDW
+22.8%
-100.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.5% |
| 7D | +27.3% | +9.1% | +18.3% | +28.1% |
| 30D | -23.1% | +13.7% | -36.8% | -21.8% |
| 3M | -45.8% | +27.0% | -72.9% | -44.1% |
| 6M | -66.8% | +75.9% | -142.7% | -62.0% |
| YTD | -65.9% | +28.9% | -94.8% | -61.7% |
| 1Y | -78.0% | +19.6% | -97.6% | -70.9% |
| All | -78.0% | +22.8% | -100.9% | -70.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling