+262.9%
OKLO vs EXE
+124.1%
+138.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.1% | -7.1% | -8.8% |
| 7D | -12.2% | -3.1% | -9.1% | -11.8% |
| 30D | -19.7% | -0.9% | -18.8% | -19.7% |
| 3M | -37.4% | +9.6% | -47.0% | -38.6% |
| 6M | -42.3% | -11.6% | -30.7% | -41.2% |
| YTD | -49.5% | -12.6% | -37.0% | -48.7% |
| 1Y | -54.7% | +1.2% | -55.9% | -55.8% |
| 3Y | +249.6% | +18.0% | +231.6% | +242.6% |
| 5Y | +268.1% | +101.1% | +167.0% | +261.1% |
| All | +262.9% | +124.1% | +138.9% | +254.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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