+159.1%
OKLO vs XLB
+44.9%
+114.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.7% | +2.8% |
| 7D | +16.9% | -1.6% | +18.5% | +18.6% |
| 30D | -19.7% | +7.2% | -27.0% | -23.4% |
| 3M | -45.0% | 0.0% | -45.0% | -45.0% |
| 6M | -66.9% | +2.3% | -69.2% | -67.3% |
| YTD | -64.0% | +18.4% | -82.4% | -66.9% |
| 1Y | -75.2% | +23.3% | -98.5% | -77.7% |
| 3Y | +151.1% | +45.2% | +105.9% | +124.1% |
| 5Y | +162.8% | +31.0% | +131.9% | +135.9% |
| All | +159.1% | +44.9% | +114.2% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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