+326.6%
OKLO vs EXR
-2.8%
+329.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.5% |
| 7D | +7.7% | -3.1% | +10.8% | +8.0% |
| 30D | -4.3% | -7.5% | +3.2% | -3.6% |
| 3M | -24.6% | -7.5% | -17.1% | -24.2% |
| 6M | -31.1% | -5.2% | -25.9% | -31.0% |
| YTD | -40.7% | +6.5% | -47.2% | -41.1% |
| 1Y | -42.4% | -2.0% | -40.4% | -42.6% |
| 3Y | +310.9% | +21.5% | +289.4% | +299.8% |
| 5Y | +332.6% | -11.5% | +344.1% | +320.5% |
| All | +326.6% | -2.8% | +329.4% | +308.1% |
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