+326.6%
OKLO vs CHRW
+83.2%
+243.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | +7.7% | +4.1% | +3.7% | +7.5% |
| 30D | -4.3% | +1.9% | -6.2% | -4.4% |
| 3M | -24.6% | -21.2% | -3.5% | -23.4% |
| 6M | -31.1% | -16.7% | -14.4% | -30.5% |
| YTD | -40.7% | -5.4% | -35.3% | -40.5% |
| 1Y | -42.4% | +21.2% | -63.6% | -42.5% |
| 3Y | +310.9% | +86.5% | +224.4% | +311.4% |
| 5Y | +332.6% | +93.0% | +239.6% | +333.0% |
| All | +326.6% | +83.2% | +243.4% | +326.9% |
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