+318.1%
OKLO vs CHRW
+86.2%
+231.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.3% | +4.8% |
| 7D | +12.4% | +1.9% | +10.5% | +12.2% |
| 30D | -10.6% | +0.9% | -11.5% | -10.6% |
| 3M | -26.5% | -19.9% | -6.6% | -25.0% |
| 6M | -25.6% | -15.8% | -9.9% | -24.8% |
| YTD | -39.6% | -5.6% | -34.1% | -39.3% |
| 1Y | -38.8% | +21.0% | -59.8% | -38.8% |
| 3Y | +318.1% | +86.0% | +232.0% | +326.4% |
| All | +318.1% | +86.2% | +231.9% | +326.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling