+139.7%
OKLO vs CHD
+39.0%
+100.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -1.6% |
| 7D | +1.6% | +3.6% | -2.1% | +2.9% |
| 30D | -17.6% | +10.4% | -28.0% | -14.3% |
| 3M | -48.5% | +12.2% | -60.7% | -45.9% |
| 6M | -65.7% | +19.9% | -85.6% | -62.9% |
| YTD | -66.7% | +36.4% | -103.1% | -62.2% |
| 1Y | -76.5% | +35.1% | -111.6% | -73.3% |
| 3Y | +132.5% | +29.2% | +103.3% | +153.9% |
| 5Y | +142.8% | +33.4% | +109.4% | +162.3% |
| All | +139.7% | +39.0% | +100.6% | +156.9% |
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