-80.3%
OKLO vs EXEL
+92.4%
-172.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.6% | -6.4% | -6.1% |
| 7D | -18.4% | +9.8% | -28.2% | -22.5% |
| 30D | -38.5% | +23.6% | -62.1% | -45.3% |
| 3M | -48.9% | +29.9% | -78.9% | -56.0% |
| 6M | -67.8% | +64.7% | -132.5% | -75.5% |
| YTD | -69.2% | +66.0% | -135.2% | -77.3% |
| 1Y | -80.3% | +92.0% | -172.2% | -87.4% |
| All | -80.3% | +92.4% | -172.7% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling