+262.9%
OKLO vs XLB
+38.6%
+224.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.4% | -9.6% | -9.4% |
| 7D | -12.2% | -2.8% | -9.4% | -10.5% |
| 30D | -19.7% | -3.1% | -16.6% | -18.0% |
| 3M | -37.4% | -0.2% | -37.2% | -37.4% |
| 6M | -42.3% | +3.1% | -45.4% | -42.7% |
| YTD | -49.5% | +13.3% | -62.8% | -52.3% |
| 1Y | -54.7% | +12.0% | -66.7% | -57.0% |
| 3Y | +249.6% | +31.4% | +218.2% | +221.6% |
| 5Y | +268.1% | +33.9% | +234.2% | +239.3% |
| All | +262.9% | +38.6% | +224.3% | +232.5% |
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