+249.6%
OKLO vs LYB
-23.1%
+272.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.9% | -8.2% | -9.2% |
| 7D | -12.2% | +0.3% | -12.5% | -12.2% |
| 30D | -19.7% | +2.5% | -22.2% | -19.8% |
| 3M | -37.4% | +1.4% | -38.8% | -37.2% |
| 6M | -42.3% | -3.5% | -38.8% | -43.2% |
| YTD | -49.5% | +52.0% | -101.5% | -55.4% |
| 1Y | -54.7% | +22.1% | -76.8% | -57.8% |
| 3Y | +249.6% | -22.8% | +272.4% | +272.2% |
| All | +249.6% | -23.1% | +272.8% | +272.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 3y: compounded portfolio wealth divided by compounded LYB 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…
3y analysis · Full analysis span regression · 6 months rolling