+332.6%
OKLO vs EXE
+100.7%
+231.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.5% |
| 7D | +7.7% | -2.7% | +10.4% | +8.2% |
| 30D | -4.3% | -0.4% | -3.9% | -4.3% |
| 3M | -24.6% | +9.5% | -34.1% | -26.1% |
| 6M | -31.1% | -9.3% | -21.7% | -30.1% |
| YTD | -40.7% | -10.9% | -29.8% | -39.9% |
| 1Y | -42.4% | +4.3% | -46.7% | -44.3% |
| 3Y | +310.9% | +18.8% | +292.1% | +300.9% |
| 5Y | +332.6% | +101.4% | +231.2% | +325.2% |
| All | +332.6% | +100.7% | +231.9% | +325.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling