+168.9%
OKLO vs EXPD
+57.0%
+112.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +2.7% | +11.3% | +14.1% |
| 7D | +14.1% | -5.5% | +19.6% | +13.7% |
| 30D | -22.7% | -1.9% | -20.8% | -22.7% |
| 3M | -44.6% | +6.1% | -50.7% | -44.3% |
| 6M | -63.0% | +21.6% | -84.6% | -62.5% |
| YTD | -62.6% | +27.9% | -90.5% | -61.9% |
| 1Y | -76.2% | +39.4% | -115.6% | -75.5% |
| 3Y | +160.8% | +72.7% | +88.2% | +171.4% |
| 5Y | +172.5% | +60.3% | +112.2% | +183.6% |
| All | +168.9% | +57.0% | +112.0% | +179.6% |
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