+151.4%
OKLO vs EXR
+15.2%
+136.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.8% | -6.5% |
| 7D | +6.8% | +1.7% | +5.1% | +6.6% |
| 30D | -27.7% | +18.0% | -45.7% | -28.9% |
| 3M | -43.6% | +9.7% | -53.3% | -44.1% |
| 6M | -65.4% | +13.4% | -78.8% | -65.9% |
| YTD | -65.0% | +26.3% | -91.3% | -65.8% |
| 1Y | -77.5% | +27.6% | -105.1% | -78.0% |
| 3Y | +143.6% | +52.2% | +91.4% | +133.0% |
| 5Y | +154.7% | -1.1% | +155.8% | +143.7% |
| All | +151.4% | +15.2% | +136.2% | +136.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling