+262.9%
OKLO vs QXO
-84.3%
+347.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.2% | -9.3% | -9.2% |
| 7D | -12.2% | -7.8% | -4.4% | -11.9% |
| 30D | -19.7% | -18.1% | -1.6% | -19.0% |
| 3M | -37.4% | -25.8% | -11.6% | -36.6% |
| 6M | -42.3% | -41.7% | -0.6% | -41.1% |
| YTD | -49.5% | -36.2% | -13.3% | -48.6% |
| 1Y | -54.7% | -42.1% | -12.6% | -53.7% |
| 3Y | +249.6% | -46.2% | +295.8% | +253.7% |
| 5Y | +268.1% | -70.7% | +338.8% | +272.4% |
| All | +262.9% | -84.3% | +347.2% | +267.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 10y: compounded portfolio wealth divided by compounded QXO 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…
10y analysis · Full analysis span regression · 6 months rolling