+262.9%
OKLO vs XHB
+41.3%
+221.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.6% | -10.8% | -9.7% |
| 7D | -12.2% | -4.6% | -7.6% | -10.9% |
| 30D | -19.7% | -9.1% | -10.6% | -17.1% |
| 3M | -37.4% | -8.6% | -28.8% | -35.4% |
| 6M | -42.3% | -4.0% | -38.3% | -41.0% |
| YTD | -49.5% | -3.9% | -45.6% | -48.5% |
| 1Y | -54.7% | -16.5% | -38.2% | -52.5% |
| 3Y | +249.6% | +22.6% | +227.0% | +252.1% |
| 5Y | +268.1% | +33.9% | +234.1% | +270.6% |
| All | +262.9% | +41.3% | +221.6% | +262.5% |
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