+139.7%
OKLO vs XYL
-15.7%
+155.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.3% | -2.2% |
| 7D | +1.6% | -3.7% | +5.3% | +2.7% |
| 30D | -17.6% | -8.3% | -9.3% | -16.5% |
| 3M | -48.5% | -21.4% | -27.1% | -45.2% |
| 6M | -65.7% | -12.9% | -52.7% | -64.9% |
| YTD | -66.7% | -30.1% | -36.6% | -63.5% |
| 1Y | -76.5% | -35.2% | -41.3% | -73.7% |
| 3Y | +132.5% | -0.8% | +133.2% | +148.4% |
| 5Y | +142.8% | -23.2% | +166.1% | +162.2% |
| All | +139.7% | -15.7% | +155.4% | +155.9% |
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