+262.9%
OKLO vs CHD
+15.5%
+247.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.2% | -9.4% | -9.1% |
| 7D | -12.2% | -4.5% | -7.8% | -13.6% |
| 30D | -19.7% | -6.7% | -13.0% | -21.6% |
| 3M | -37.4% | -2.7% | -34.7% | -37.7% |
| 6M | -42.3% | -4.9% | -37.3% | -43.0% |
| YTD | -49.5% | +13.3% | -62.9% | -46.8% |
| 1Y | -54.7% | +1.0% | -55.7% | -53.4% |
| 3Y | +249.6% | +1.3% | +248.3% | +255.6% |
| 5Y | +268.1% | +20.8% | +247.3% | +267.1% |
| All | +262.9% | +15.5% | +247.4% | +262.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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