+270.7%
OKLO vs LYB
-4.6%
+275.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -37.3% |
| 6M | -42.3% | -3.5% | -38.8% | -42.8% |
| YTD | -49.5% | +52.0% | -101.5% | -53.0% |
| 1Y | -54.7% | +22.1% | -76.8% | -56.7% |
| 3Y | +249.6% | -22.8% | +272.4% | +241.9% |
| All | +270.7% | -4.6% | +275.4% | +259.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling