+139.7%
OKLO vs XOP
+135.0%
+4.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.3% |
| 7D | +1.6% | +6.3% | -4.8% | +0.7% |
| 30D | -17.6% | -6.6% | -11.0% | -17.0% |
| 3M | -48.5% | +3.6% | -52.1% | -48.8% |
| 6M | -65.7% | +10.8% | -76.4% | -66.4% |
| YTD | -66.7% | +48.3% | -114.9% | -69.7% |
| 1Y | -76.5% | +42.9% | -119.4% | -78.4% |
| 3Y | +132.5% | +43.3% | +89.2% | +110.4% |
| 5Y | +142.8% | +94.0% | +48.9% | +117.0% |
| All | +139.7% | +135.0% | +4.7% | +114.1% |
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