+151.4%
OKLO vs EXPE
+62.1%
+89.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.1% | -4.4% | -6.2% |
| 7D | +6.8% | -11.2% | +18.0% | +8.7% |
| 30D | -27.7% | -7.5% | -20.2% | -27.0% |
| 3M | -43.6% | -19.1% | -24.5% | -42.1% |
| 6M | -65.4% | +10.7% | -76.1% | -66.5% |
| YTD | -65.0% | -9.9% | -55.1% | -65.3% |
| 1Y | -77.5% | -4.6% | -72.9% | -78.0% |
| 3Y | +143.6% | +116.8% | +26.8% | +115.7% |
| 5Y | +154.7% | +38.6% | +116.1% | +127.0% |
| All | +151.4% | +62.1% | +89.3% | +123.8% |
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