+339.7%
OKLO vs EXC
+48.6%
+291.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +5.0% |
| 7D | +12.4% | +1.2% | +11.2% | +12.6% |
| 30D | -10.6% | -2.7% | -7.8% | -10.8% |
| 3M | -26.5% | -1.0% | -25.6% | -26.6% |
| 6M | -25.6% | -9.3% | -16.4% | -26.0% |
| YTD | -39.6% | +3.6% | -43.3% | -39.7% |
| 1Y | -38.8% | +5.9% | -44.7% | -38.8% |
| 3Y | +318.1% | +21.3% | +296.8% | +312.5% |
| 5Y | +339.7% | +46.2% | +293.5% | +336.8% |
| All | +339.7% | +48.6% | +291.0% | +336.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling