+249.6%
OKLO vs XLRE
+31.2%
+218.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.9% | -10.0% | -9.7% |
| 7D | -12.2% | -1.2% | -11.1% | -11.6% |
| 30D | -19.7% | -2.4% | -17.3% | -18.5% |
| 3M | -37.4% | -2.5% | -34.9% | -37.0% |
| 6M | -42.3% | +4.0% | -46.3% | -44.2% |
| YTD | -49.5% | +9.3% | -58.8% | -52.8% |
| 1Y | -54.7% | +5.6% | -60.3% | -56.8% |
| 3Y | +249.6% | +31.3% | +218.3% | +201.2% |
| All | +249.6% | +31.2% | +218.4% | +201.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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