+318.1%
OKLO vs EXEL
+160.6%
+157.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.3% | +7.2% | +5.7% |
| 7D | +12.4% | +1.4% | +11.0% | +11.8% |
| 30D | -10.6% | +6.7% | -17.2% | -12.5% |
| 3M | -26.5% | +11.5% | -38.0% | -29.1% |
| 6M | -25.6% | +38.8% | -64.4% | -33.1% |
| YTD | -39.6% | +31.6% | -71.2% | -45.0% |
| 1Y | -38.8% | +53.0% | -91.8% | -46.5% |
| 3Y | +318.1% | +160.8% | +157.2% | +243.5% |
| All | +318.1% | +160.6% | +157.5% | +243.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling