+334.0%
OKLO vs XME
+201.3%
+132.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.1% |
| 7D | +12.4% | +3.6% | +8.8% | +9.4% |
| 30D | -10.6% | +3.6% | -14.2% | -12.8% |
| 3M | -26.5% | +1.2% | -27.7% | -26.4% |
| 6M | -25.6% | +9.0% | -34.7% | -26.9% |
| YTD | -39.6% | +15.9% | -55.6% | -41.6% |
| 1Y | -38.8% | +43.2% | -81.9% | -45.1% |
| 3Y | +318.1% | +137.4% | +180.7% | +229.9% |
| 5Y | +339.7% | +185.0% | +154.6% | +242.9% |
| All | +334.0% | +201.3% | +132.6% | +237.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling