-40.7%
OKLO vs EXPE
+40.7%
-81.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +3.7% |
| 7D | +2.8% | -9.5% | +12.3% | +3.6% |
| 30D | -4.0% | -6.6% | +2.6% | -3.6% |
| 3M | -36.9% | +31.4% | -68.3% | -39.3% |
| 6M | -37.1% | +35.2% | -72.3% | -40.7% |
| YTD | -42.5% | +5.8% | -48.3% | -43.8% |
| 1Y | -40.7% | +38.7% | -79.4% | -47.4% |
| All | -40.7% | +40.7% | -81.4% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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