+132.5%
OKLO vs XME
+93.2%
+39.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | +0.3% |
| 7D | +1.6% | +0.3% | +1.3% | +1.9% |
| 30D | -17.6% | -6.1% | -11.5% | -7.7% |
| 3M | -48.5% | -18.6% | -29.9% | -28.1% |
| 6M | -65.7% | -23.9% | -41.8% | -46.0% |
| YTD | -66.7% | -9.3% | -57.3% | -57.3% |
| 1Y | -76.5% | +1.8% | -78.2% | -73.9% |
| 3Y | +132.5% | +93.0% | +39.5% | +64.1% |
| All | +132.5% | +93.2% | +39.3% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling