+313.5%
OKLO vs XYL
-5.4%
+318.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.0% | +5.6% | +4.2% |
| 7D | +2.8% | -5.0% | +7.9% | +4.5% |
| 30D | -4.0% | -13.2% | +9.2% | +0.4% |
| 3M | -36.9% | -3.7% | -33.2% | -36.8% |
| 6M | -37.1% | -17.7% | -19.4% | -33.5% |
| YTD | -42.5% | -21.5% | -21.0% | -38.4% |
| 1Y | -40.7% | -24.5% | -16.2% | -35.6% |
| 3Y | +299.1% | +6.9% | +292.2% | +317.0% |
| 5Y | +317.3% | -18.1% | +335.4% | +341.4% |
| All | +313.5% | -5.4% | +318.9% | +331.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling