+145.0%
OKLO vs XLB
+43.1%
+101.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.2% | -4.6% |
| 7D | +27.3% | 0.0% | +27.3% | +27.5% |
| 30D | -23.1% | +5.3% | -28.3% | -25.7% |
| 3M | -45.8% | 0.0% | -45.8% | -45.7% |
| 6M | -66.8% | +1.2% | -68.0% | -66.9% |
| YTD | -65.9% | +16.9% | -82.8% | -68.4% |
| 1Y | -78.0% | +20.9% | -98.9% | -80.0% |
| 3Y | +137.4% | +43.3% | +94.1% | +113.9% |
| 5Y | +148.2% | +28.3% | +119.9% | +124.9% |
| All | +145.0% | +43.1% | +101.9% | +120.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling