-80.3%
OKLO vs EXPE
+48.9%
-129.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +10.5% | -16.4% | -5.8% |
| 7D | -18.4% | +14.6% | -33.1% | -18.5% |
| 30D | -38.5% | +21.4% | -59.9% | -38.7% |
| 3M | -48.9% | +1.4% | -50.3% | -48.8% |
| 6M | -67.8% | +28.6% | -96.4% | -68.5% |
| YTD | -69.2% | +12.1% | -81.3% | -70.0% |
| 1Y | -80.3% | +50.0% | -130.3% | -82.7% |
| All | -80.3% | +48.9% | -129.2% | -82.7% |
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