+313.5%
OKLO vs EXPE
+90.4%
+223.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +3.9% |
| 7D | +2.8% | -9.5% | +12.3% | +4.5% |
| 30D | -4.0% | -6.6% | +2.6% | -3.1% |
| 3M | -36.9% | +31.4% | -68.3% | -40.3% |
| 6M | -37.1% | +35.2% | -72.3% | -41.3% |
| YTD | -42.5% | +5.8% | -48.3% | -44.2% |
| 1Y | -40.7% | +38.7% | -79.4% | -45.6% |
| 3Y | +299.1% | +175.8% | +123.3% | +246.0% |
| 5Y | +317.3% | +111.8% | +205.4% | +260.1% |
| All | +313.5% | +90.4% | +223.1% | +260.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling