+136.0%
OKLO vs EXPD
+52.8%
+83.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -2.3% | +24.9% | +22.5% |
| 7D | -6.7% | -7.2% | +0.4% | -7.1% |
| 30D | -36.0% | -3.3% | -32.8% | -36.1% |
| 3M | -44.2% | +3.4% | -47.6% | -43.9% |
| 6M | -70.4% | +22.7% | -93.1% | -70.0% |
| YTD | -67.2% | +24.5% | -91.7% | -66.6% |
| 1Y | -77.9% | +38.6% | -116.6% | -77.3% |
| 3Y | +128.4% | +71.5% | +56.9% | +137.4% |
| 5Y | +139.1% | +56.2% | +82.8% | +148.5% |
| All | +136.0% | +52.8% | +83.1% | +145.0% |
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