+262.9%
OKLO vs CGNX
-21.3%
+284.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +4.1% | -13.3% | -10.6% |
| 7D | -12.2% | +3.2% | -15.4% | -13.3% |
| 30D | -19.7% | +6.0% | -25.7% | -21.5% |
| 3M | -37.4% | +3.5% | -40.9% | -38.3% |
| 6M | -42.3% | +26.3% | -68.6% | -45.9% |
| YTD | -49.5% | +79.2% | -128.8% | -58.0% |
| 1Y | -54.7% | +43.8% | -98.5% | -59.9% |
| 3Y | +249.6% | +52.0% | +197.7% | +193.2% |
| 5Y | +268.1% | -24.0% | +292.1% | +210.9% |
| All | +262.9% | -21.3% | +284.2% | +205.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling