+145.0%
OKLO vs CHRW
+63.6%
+81.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.5% | -5.9% | -5.5% |
| 7D | +27.3% | +4.7% | +22.6% | +26.9% |
| 30D | -23.1% | -2.6% | -20.5% | -22.9% |
| 3M | -45.8% | -8.0% | -37.8% | -45.6% |
| 6M | -66.8% | -19.0% | -47.8% | -66.5% |
| YTD | -65.9% | -15.5% | -50.5% | -65.6% |
| 1Y | -78.0% | -10.8% | -67.2% | -77.8% |
| 3Y | +137.4% | +79.8% | +57.6% | +139.1% |
| 5Y | +148.2% | +59.3% | +88.9% | +149.9% |
| All | +145.0% | +63.6% | +81.4% | +146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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