+145.0%
OKLO vs XLC
+40.7%
+104.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.5% | -4.9% |
| 7D | +27.3% | +3.1% | +24.3% | +25.3% |
| 30D | -23.1% | -4.2% | -18.9% | -20.8% |
| 3M | -45.8% | -2.1% | -43.7% | -45.1% |
| 6M | -66.8% | -6.6% | -60.2% | -65.4% |
| YTD | -65.9% | -7.8% | -58.1% | -64.1% |
| 1Y | -78.0% | -4.1% | -73.9% | -77.3% |
| 3Y | +137.4% | +62.6% | +74.8% | +123.8% |
| 5Y | +148.2% | +39.6% | +108.6% | +136.4% |
| All | +145.0% | +40.7% | +104.3% | +132.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling