+139.7%
OKLO vs XHB
+47.3%
+92.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.4% |
| 7D | +1.6% | -0.2% | +1.8% | +1.9% |
| 30D | -17.6% | +9.9% | -27.6% | -20.4% |
| 3M | -48.5% | -6.3% | -42.2% | -47.3% |
| 6M | -65.7% | +3.8% | -69.5% | -65.9% |
| YTD | -66.7% | +0.1% | -66.8% | -66.4% |
| 1Y | -76.5% | -0.8% | -75.7% | -76.3% |
| 3Y | +132.5% | +35.6% | +96.9% | +130.9% |
| 5Y | +142.8% | +29.6% | +113.3% | +141.0% |
| All | +139.7% | +47.3% | +92.4% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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