-80.3%
OKLO vs CHWY
-28.3%
-52.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.1% | -12.0% | -6.7% |
| 7D | -18.4% | +13.4% | -31.8% | -20.1% |
| 30D | -38.5% | +28.4% | -66.9% | -41.4% |
| 3M | -48.9% | -2.9% | -46.0% | -48.2% |
| 6M | -67.8% | -4.7% | -63.0% | -67.0% |
| YTD | -69.2% | -29.2% | -40.0% | -67.0% |
| 1Y | -80.3% | -30.7% | -49.5% | -78.7% |
| All | -80.3% | -28.3% | -52.0% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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