+313.5%
OKLO vs CHD
+20.9%
+292.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +2.8% | -2.7% | +5.5% | +1.8% |
| 30D | -4.0% | -4.6% | +0.6% | -5.5% |
| 3M | -36.9% | +5.0% | -41.9% | -35.4% |
| 6M | -37.1% | -3.2% | -33.9% | -37.6% |
| YTD | -42.5% | +18.6% | -61.1% | -38.4% |
| 1Y | -40.7% | +4.8% | -45.5% | -38.2% |
| 3Y | +299.1% | +6.1% | +293.0% | +312.5% |
| 5Y | +317.3% | +24.0% | +293.3% | +323.2% |
| All | +313.5% | +20.9% | +292.6% | +319.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling