+249.6%
OKLO vs CHTR
-65.7%
+315.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.7% | -12.9% | -9.4% |
| 7D | -12.2% | -4.1% | -8.1% | -12.0% |
| 30D | -19.7% | -3.0% | -16.8% | -19.6% |
| 3M | -37.4% | +4.8% | -42.2% | -37.8% |
| 6M | -42.3% | -35.0% | -7.3% | -40.6% |
| YTD | -49.5% | -30.2% | -19.4% | -48.0% |
| 1Y | -54.7% | -44.8% | -9.9% | -52.8% |
| 3Y | +249.6% | -66.6% | +316.2% | +282.4% |
| All | +249.6% | -65.7% | +315.3% | +282.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling