-54.7%
OKLO vs CHTR
-44.4%
-10.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.7% | -12.9% | -9.5% |
| 7D | -12.2% | -4.1% | -8.1% | -11.8% |
| 30D | -19.7% | -3.0% | -16.8% | -19.5% |
| 3M | -37.4% | +4.8% | -42.2% | -38.0% |
| 6M | -42.3% | -35.0% | -7.3% | -38.8% |
| YTD | -49.5% | -30.2% | -19.4% | -44.0% |
| 1Y | -54.7% | -44.8% | -9.9% | -48.1% |
| All | -54.7% | -44.4% | -10.3% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 1y: compounded portfolio wealth divided by compounded CHTR 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…
1y analysis · Full analysis span regression · 6 months rolling