-38.8%
OKLO vs EXPD
+55.4%
-94.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -10.1% |
| 3M | -26.5% | +13.8% | -40.3% | -25.5% |
| 6M | -25.6% | +27.3% | -52.9% | -23.9% |
| YTD | -39.6% | +25.4% | -65.1% | -37.0% |
| 1Y | -38.8% | +54.4% | -93.1% | -20.9% |
| All | -38.8% | +55.4% | -94.2% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling