+299.6%
OKLO vs XLC
+45.3%
+254.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.6% | -6.9% | -6.7% |
| 7D | +0.1% | -1.7% | +1.8% | +1.1% |
| 30D | -15.2% | +0.2% | -15.4% | -15.3% |
| 3M | -26.2% | +0.7% | -26.9% | -26.8% |
| 6M | -35.0% | -4.5% | -30.6% | -33.0% |
| YTD | -44.4% | -4.7% | -39.7% | -42.7% |
| 1Y | -45.9% | -1.5% | -44.4% | -45.0% |
| 3Y | +284.9% | +72.2% | +212.7% | +255.2% |
| 5Y | +305.3% | +39.3% | +266.0% | +278.9% |
| All | +299.6% | +45.3% | +254.3% | +270.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling