+139.7%
OKLO vs XLB
+42.8%
+96.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.0% |
| 7D | +1.6% | +0.5% | +1.0% | +1.4% |
| 30D | -17.6% | +5.2% | -22.8% | -20.3% |
| 3M | -48.5% | +0.3% | -48.8% | -48.5% |
| 6M | -65.7% | +1.2% | -66.8% | -65.8% |
| YTD | -66.7% | +16.6% | -83.3% | -69.1% |
| 1Y | -76.5% | +21.4% | -97.9% | -78.6% |
| 3Y | +132.5% | +43.2% | +89.2% | +109.8% |
| 5Y | +142.8% | +28.0% | +114.8% | +120.4% |
| All | +139.7% | +42.8% | +96.9% | +115.6% |
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