+313.5%
OKLO vs CHRW
+79.7%
+233.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.5% |
| 7D | +2.8% | -1.4% | +4.2% | +2.9% |
| 30D | -4.0% | -3.5% | -0.5% | -3.8% |
| 3M | -36.9% | -19.4% | -17.5% | -36.0% |
| 6M | -37.1% | -21.4% | -15.8% | -36.3% |
| YTD | -42.5% | -7.1% | -35.4% | -42.2% |
| 1Y | -40.7% | +17.8% | -58.5% | -40.7% |
| 3Y | +299.1% | +78.8% | +220.4% | +300.1% |
| 5Y | +317.3% | +83.5% | +233.8% | +318.0% |
| All | +313.5% | +79.7% | +233.8% | +314.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling