+145.0%
OKLO vs EXR
+14.7%
+130.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.8% | -5.4% |
| 7D | +27.3% | -1.2% | +28.5% | +27.5% |
| 30D | -23.1% | +18.3% | -41.4% | -24.3% |
| 3M | -45.8% | +9.1% | -54.9% | -46.3% |
| 6M | -66.8% | +11.7% | -78.5% | -67.2% |
| YTD | -65.9% | +25.7% | -91.6% | -66.7% |
| 1Y | -78.0% | +24.9% | -102.9% | -78.5% |
| 3Y | +137.4% | +51.4% | +85.9% | +127.2% |
| 5Y | +148.2% | -1.9% | +150.2% | +137.7% |
| All | +145.0% | +14.7% | +130.3% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 10y: compounded portfolio wealth divided by compounded EXR 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…
10y analysis · Full analysis span regression · 6 months rolling