+299.6%
OKLO vs XYL
-4.6%
+304.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.0% | -5.3% | -6.0% |
| 7D | +0.1% | -1.2% | +1.3% | +0.5% |
| 30D | -15.2% | -13.2% | -2.0% | -11.2% |
| 3M | -26.2% | -0.2% | -26.0% | -27.0% |
| 6M | -35.0% | -12.5% | -22.5% | -32.5% |
| YTD | -44.4% | -20.9% | -23.5% | -40.6% |
| 1Y | -45.9% | -21.6% | -24.4% | -41.7% |
| 3Y | +284.9% | +16.1% | +268.8% | +301.0% |
| 5Y | +305.3% | -15.6% | +320.9% | +327.5% |
| All | +299.6% | -4.6% | +304.2% | +316.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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