+313.5%
OKLO vs EXPD
+56.3%
+257.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.6% |
| 7D | +2.8% | -1.1% | +4.0% | +2.7% |
| 30D | -4.0% | +4.1% | -8.1% | -3.7% |
| 3M | -36.9% | +17.9% | -54.8% | -36.2% |
| 6M | -37.1% | +29.2% | -66.4% | -36.1% |
| YTD | -42.5% | +27.4% | -69.8% | -41.5% |
| 1Y | -40.7% | +56.8% | -97.5% | -38.2% |
| 3Y | +299.1% | +68.0% | +231.1% | +314.6% |
| 5Y | +317.3% | +61.9% | +255.4% | +333.5% |
| All | +313.5% | +56.3% | +257.2% | +329.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling