+313.5%
OKLO vs EXE
+131.3%
+182.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.7% | +3.8% |
| 7D | +2.8% | -0.3% | +3.1% | +2.8% |
| 30D | -4.0% | +8.5% | -12.5% | -5.4% |
| 3M | -36.9% | +5.5% | -42.3% | -37.6% |
| 6M | -37.1% | -5.9% | -31.2% | -36.7% |
| YTD | -42.5% | -9.7% | -32.8% | -41.9% |
| 1Y | -40.7% | +3.6% | -44.3% | -42.3% |
| 3Y | +299.1% | +18.0% | +281.1% | +289.0% |
| 5Y | +317.3% | +109.4% | +207.9% | +307.1% |
| All | +313.5% | +131.3% | +182.2% | +301.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling