+318.1%
OKLO vs XLC
+72.7%
+245.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.6% |
| 7D | +12.4% | +0.6% | +11.8% | +11.3% |
| 30D | -10.6% | +0.2% | -10.8% | -11.2% |
| 3M | -26.5% | +0.6% | -27.2% | -28.5% |
| 6M | -25.6% | -4.5% | -21.1% | -19.6% |
| YTD | -39.6% | -4.7% | -34.9% | -35.1% |
| 1Y | -38.8% | -1.7% | -37.1% | -36.9% |
| 3Y | +318.1% | +72.3% | +245.8% | +208.8% |
| All | +318.1% | +72.7% | +245.3% | +208.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling