+334.0%
OKLO vs EXPD
+53.9%
+280.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.4% | +4.8% |
| 7D | +12.4% | -0.9% | +13.3% | +12.3% |
| 30D | -10.6% | +4.1% | -14.6% | -10.3% |
| 3M | -26.5% | +13.8% | -40.3% | -25.9% |
| 6M | -25.6% | +27.3% | -52.9% | -24.5% |
| YTD | -39.6% | +25.4% | -65.1% | -38.6% |
| 1Y | -38.8% | +54.4% | -93.1% | -36.2% |
| 3Y | +318.1% | +67.9% | +250.2% | +333.9% |
| 5Y | +339.7% | +59.2% | +280.5% | +356.3% |
| All | +334.0% | +53.9% | +280.0% | +350.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling