+313.5%
OKLO vs EXR
-0.3%
+313.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +3.7% |
| 7D | +2.8% | -2.6% | +5.4% | +3.1% |
| 30D | -4.0% | -7.2% | +3.2% | -3.3% |
| 3M | -36.9% | -3.5% | -33.4% | -36.8% |
| 6M | -37.1% | -5.3% | -31.8% | -37.1% |
| YTD | -42.5% | +9.4% | -51.8% | -43.0% |
| 1Y | -40.7% | +1.3% | -42.0% | -41.1% |
| 3Y | +299.1% | +22.4% | +276.7% | +287.5% |
| 5Y | +317.3% | -12.2% | +329.5% | +306.1% |
| All | +313.5% | -0.3% | +313.8% | +294.7% |
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 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