+299.6%
OKLO vs XME
+188.3%
+111.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.7% | -2.6% | -3.5% |
| 7D | +0.1% | -3.0% | +3.1% | +2.6% |
| 30D | -15.2% | -2.6% | -12.6% | -13.1% |
| 3M | -26.2% | +2.2% | -28.3% | -26.4% |
| 6M | -35.0% | +0.7% | -35.7% | -32.4% |
| YTD | -44.4% | +10.9% | -55.3% | -44.3% |
| 1Y | -45.9% | +35.7% | -81.6% | -49.6% |
| 3Y | +284.9% | +127.1% | +157.8% | +214.5% |
| 5Y | +305.3% | +168.5% | +136.8% | +227.6% |
| All | +299.6% | +188.3% | +111.3% | +221.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling