+128.4%
OKLO vs EXC
+26.3%
+102.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -2.0% | +24.6% | +22.1% |
| 7D | -6.7% | -1.2% | -5.6% | -6.9% |
| 30D | -36.0% | +10.0% | -46.0% | -34.7% |
| 3M | -44.2% | +1.6% | -45.8% | -44.0% |
| 6M | -70.4% | +3.3% | -73.7% | -70.2% |
| YTD | -67.2% | +7.6% | -74.7% | -67.0% |
| 1Y | -77.9% | +3.5% | -81.4% | -77.8% |
| 3Y | +128.4% | +27.7% | +100.8% | +123.1% |
| All | +128.4% | +26.3% | +102.1% | +123.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling