+132.5%
OKLO vs EXE
+21.0%
+111.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.5% |
| 7D | +1.6% | +5.3% | -3.8% | -0.7% |
| 30D | -17.6% | -2.2% | -15.4% | -16.9% |
| 3M | -48.5% | -5.9% | -42.6% | -47.3% |
| 6M | -65.7% | -5.7% | -59.9% | -65.3% |
| YTD | -66.7% | -17.8% | -48.8% | -64.3% |
| 1Y | -76.5% | -23.1% | -53.3% | -73.5% |
| 3Y | +132.5% | +21.2% | +111.3% | +98.8% |
| All | +132.5% | +21.0% | +111.5% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling