-80.3%
OKLO vs XLC
-5.6%
-74.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.5% | -9.3% | -8.9% |
| 7D | -18.4% | +1.8% | -20.2% | -19.8% |
| 30D | -38.5% | -6.0% | -32.5% | -34.4% |
| 3M | -48.9% | -6.0% | -42.9% | -45.8% |
| 6M | -67.8% | -9.1% | -58.7% | -63.4% |
| YTD | -69.2% | -10.0% | -59.1% | -64.6% |
| 1Y | -80.3% | -5.8% | -74.5% | -79.9% |
| All | -80.3% | -5.6% | -74.7% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling