+326.6%
OKLO vs EXC
+64.4%
+262.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.8% |
| 7D | +7.7% | +0.3% | +7.4% | +7.8% |
| 30D | -4.3% | -0.9% | -3.5% | -4.4% |
| 3M | -24.6% | -2.7% | -22.0% | -24.8% |
| 6M | -31.1% | -9.4% | -21.7% | -31.4% |
| YTD | -40.7% | +3.0% | -43.7% | -40.8% |
| 1Y | -42.4% | +5.1% | -47.6% | -42.5% |
| 3Y | +310.9% | +20.6% | +290.3% | +305.3% |
| 5Y | +332.6% | +45.7% | +286.9% | +326.7% |
| All | +326.6% | +64.4% | +262.2% | +313.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling