+151.3%
OKLO vs EXPD
+75.1%
+76.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.2% | +3.3% |
| 7D | +16.9% | -1.6% | +18.5% | +16.7% |
| 30D | -19.7% | +0.6% | -20.3% | -19.6% |
| 3M | -45.0% | +9.8% | -54.8% | -44.2% |
| 6M | -66.9% | +25.8% | -92.7% | -65.8% |
| YTD | -64.0% | +31.3% | -95.2% | -62.4% |
| 1Y | -75.2% | +40.9% | -116.1% | -73.7% |
| All | +151.3% | +75.1% | +76.2% | +173.7% |
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