+249.6%
OKLO vs CGNX
+49.8%
+199.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +4.1% | -13.3% | -11.2% |
| 7D | -12.2% | +3.2% | -15.4% | -13.8% |
| 30D | -19.7% | +6.0% | -25.7% | -22.4% |
| 3M | -37.4% | +3.5% | -40.9% | -39.0% |
| 6M | -42.3% | +26.3% | -68.6% | -47.9% |
| YTD | -49.5% | +79.2% | -128.8% | -62.9% |
| 1Y | -54.7% | +43.8% | -98.5% | -62.8% |
| 3Y | +249.6% | +52.0% | +197.7% | +164.7% |
| All | +249.6% | +49.8% | +199.8% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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