+299.6%
OKLO vs XOP
+147.6%
+152.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.2% | -6.6% | -6.3% |
| 7D | +0.1% | +1.6% | -1.5% | -0.1% |
| 30D | -15.2% | +9.6% | -24.8% | -16.2% |
| 3M | -26.2% | +16.9% | -43.1% | -28.0% |
| 6M | -35.0% | +24.0% | -59.1% | -38.0% |
| YTD | -44.4% | +56.2% | -100.6% | -49.7% |
| 1Y | -45.9% | +51.8% | -97.7% | -51.0% |
| 3Y | +284.9% | +37.0% | +248.0% | +246.8% |
| 5Y | +305.3% | +163.4% | +141.9% | +257.4% |
| All | +299.6% | +147.6% | +152.0% | +254.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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