+132.5%
OKLO vs EXPD
+75.3%
+57.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.2% |
| 7D | +1.6% | +5.5% | -3.9% | +2.1% |
| 30D | -17.6% | -0.8% | -16.8% | -17.7% |
| 3M | -48.5% | +4.1% | -52.6% | -48.2% |
| 6M | -65.7% | +25.7% | -91.3% | -64.6% |
| YTD | -66.7% | +31.4% | -98.1% | -65.2% |
| 1Y | -76.5% | +42.2% | -118.6% | -75.0% |
| 3Y | +132.5% | +77.2% | +55.3% | +153.2% |
| All | +132.5% | +75.3% | +57.2% | +153.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling