+334.0%
OKLO vs MXL
+64.9%
+269.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.0% | -1.0% | +3.9% |
| 7D | +12.4% | +15.5% | -3.1% | +9.8% |
| 30D | -10.6% | -11.3% | +0.8% | -9.0% |
| 3M | -26.5% | -16.1% | -10.4% | -25.8% |
| 6M | -25.6% | +323.0% | -348.7% | -48.1% |
| YTD | -39.6% | +281.5% | -321.2% | -56.9% |
| 1Y | -38.8% | +319.3% | -358.1% | -57.3% |
| 3Y | +318.1% | +189.4% | +128.7% | +188.2% |
| 5Y | +339.7% | +26.0% | +313.7% | +202.9% |
| All | +334.0% | +64.9% | +269.0% | +196.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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