+143.6%
OKLO vs XLB
+46.3%
+97.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.4% | -6.3% |
| 7D | +6.8% | +0.5% | +6.3% | +6.4% |
| 30D | -27.7% | +6.9% | -34.6% | -34.4% |
| 3M | -43.6% | -0.2% | -43.4% | -43.5% |
| 6M | -65.4% | +3.3% | -68.7% | -66.9% |
| YTD | -65.0% | +18.0% | -83.1% | -71.9% |
| 1Y | -77.5% | +24.2% | -101.7% | -83.2% |
| 3Y | +143.6% | +44.7% | +98.9% | +89.6% |
| All | +143.6% | +46.3% | +97.3% | +89.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling