-78.0%
OKLO vs EXEL
+62.5%
-140.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.2% | -4.7% |
| 7D | +27.3% | +1.6% | +25.7% | +26.7% |
| 30D | -23.1% | +17.4% | -40.4% | -29.1% |
| 3M | -45.8% | +38.6% | -84.4% | -54.4% |
| 6M | -66.8% | +41.2% | -108.0% | -72.5% |
| YTD | -65.9% | +59.3% | -125.3% | -74.3% |
| 1Y | -78.0% | +60.2% | -138.2% | -83.5% |
| All | -78.0% | +62.5% | -140.5% | -83.5% |
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