+316.9%
OKLO vs CDW
-19.1%
+336.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.8% |
| 7D | +2.8% | +3.2% | -0.4% | +2.2% |
| 30D | -4.0% | +9.3% | -13.3% | -5.7% |
| 3M | -36.9% | +9.8% | -46.7% | -38.3% |
| 6M | -37.1% | +23.3% | -60.5% | -41.5% |
| YTD | -42.5% | +13.7% | -56.1% | -45.3% |
| 1Y | -40.7% | -6.5% | -34.2% | -39.8% |
| 3Y | +299.1% | -25.2% | +324.4% | +315.3% |
| All | +316.9% | -19.1% | +336.0% | +331.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling