+159.1%
OKLO vs XRT
+7.7%
+151.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.1% | +3.1% |
| 7D | +16.9% | -1.4% | +18.3% | +17.9% |
| 30D | -19.7% | +9.8% | -29.5% | -23.3% |
| 3M | -45.0% | +3.3% | -48.3% | -46.0% |
| 6M | -66.9% | +13.6% | -80.5% | -68.9% |
| YTD | -64.0% | +9.1% | -73.0% | -65.4% |
| 1Y | -75.2% | +15.1% | -90.2% | -76.7% |
| 3Y | +151.1% | +59.9% | +91.1% | +128.1% |
| 5Y | +162.8% | -1.7% | +164.5% | +141.3% |
| All | +159.1% | +7.7% | +151.4% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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