+141.4%
OKLO vs XLC
+40.7%
+100.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.2% | -2.8% |
| 7D | +1.6% | +3.7% | -2.2% | -0.6% |
| 30D | -17.6% | -1.9% | -15.7% | -16.5% |
| 3M | -48.5% | -3.1% | -45.4% | -47.5% |
| 6M | -65.7% | -6.4% | -59.3% | -64.3% |
| YTD | -66.7% | -6.8% | -59.8% | -65.1% |
| 1Y | -76.5% | -1.7% | -74.8% | -76.1% |
| 3Y | +132.5% | +64.7% | +67.8% | +117.3% |
| All | +141.4% | +40.7% | +100.7% | +131.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling