+313.5%
OKLO vs XLB
+42.7%
+270.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.8% |
| 7D | +2.8% | -1.4% | +4.2% | +3.8% |
| 30D | -4.0% | -0.4% | -3.6% | -3.6% |
| 3M | -36.9% | +2.0% | -38.9% | -37.7% |
| 6M | -37.1% | +1.8% | -39.0% | -37.3% |
| YTD | -42.5% | +16.6% | -59.1% | -46.7% |
| 1Y | -40.7% | +16.9% | -57.7% | -45.2% |
| 3Y | +299.1% | +32.6% | +266.6% | +260.3% |
| 5Y | +317.3% | +35.6% | +281.6% | +278.1% |
| All | +313.5% | +42.7% | +270.8% | +271.6% |
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 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