+313.5%
OKLO vs EXC
+64.1%
+249.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +3.5% |
| 7D | +2.8% | +0.3% | +2.5% | +2.9% |
| 30D | -4.0% | -3.7% | -0.3% | -4.4% |
| 3M | -36.9% | -1.3% | -35.6% | -37.0% |
| 6M | -37.1% | -9.7% | -27.4% | -37.5% |
| YTD | -42.5% | +2.9% | -45.4% | -42.6% |
| 1Y | -40.7% | +4.4% | -45.1% | -40.8% |
| 3Y | +299.1% | +22.2% | +276.9% | +293.6% |
| 5Y | +317.3% | +46.7% | +270.6% | +311.3% |
| All | +313.5% | +64.1% | +249.4% | +300.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling