+249.6%
OKLO vs CHWY
-11.7%
+261.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -3.0% | -6.1% | -8.4% |
| 7D | -12.2% | -13.6% | +1.4% | -8.9% |
| 30D | -19.7% | -8.5% | -11.2% | -18.0% |
| 3M | -37.4% | +8.9% | -46.3% | -39.2% |
| 6M | -42.3% | -20.5% | -21.8% | -39.4% |
| YTD | -49.5% | -38.2% | -11.4% | -43.5% |
| 1Y | -54.7% | -43.3% | -11.5% | -48.3% |
| 3Y | +249.6% | -8.5% | +258.2% | +222.7% |
| All | +249.6% | -11.7% | +261.3% | +222.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling