+151.4%
OKLO vs EXC
+71.2%
+80.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.3% | -6.3% | -6.6% |
| 7D | +6.8% | +0.1% | +6.7% | +6.8% |
| 30D | -27.7% | +9.0% | -36.7% | -27.0% |
| 3M | -43.6% | +3.3% | -46.9% | -43.4% |
| 6M | -65.4% | +5.7% | -71.1% | -65.2% |
| YTD | -65.0% | +7.3% | -72.4% | -65.0% |
| 1Y | -77.5% | +2.9% | -80.4% | -77.4% |
| 3Y | +143.6% | +29.3% | +114.3% | +141.3% |
| 5Y | +154.7% | +40.1% | +114.7% | +152.4% |
| All | +151.4% | +71.2% | +80.2% | +144.6% |
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