+299.6%
OKLO vs CHWY
-73.7%
+373.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.6% | -7.9% | -6.5% |
| 7D | +0.1% | -12.0% | +12.1% | +1.5% |
| 30D | -15.2% | -6.2% | -9.0% | -14.6% |
| 3M | -26.2% | +5.5% | -31.7% | -26.8% |
| 6M | -35.0% | -17.8% | -17.2% | -33.9% |
| YTD | -44.4% | -36.2% | -8.2% | -42.0% |
| 1Y | -45.9% | -40.0% | -6.0% | -43.3% |
| 3Y | +284.9% | -8.3% | +293.3% | +284.4% |
| 5Y | +305.3% | -71.9% | +377.2% | +303.0% |
| All | +299.6% | -73.7% | +373.3% | +296.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling