+262.9%
OKLO vs XYZ
-66.8%
+329.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.2% | -9.4% | -9.2% |
| 7D | -12.2% | -4.3% | -7.9% | -11.3% |
| 30D | -19.7% | +1.2% | -20.9% | -20.0% |
| 3M | -37.4% | +14.6% | -52.0% | -39.5% |
| 6M | -42.3% | +22.6% | -64.8% | -44.8% |
| YTD | -49.5% | +21.7% | -71.2% | -51.9% |
| 1Y | -54.7% | +6.7% | -61.4% | -55.6% |
| 3Y | +249.6% | +46.8% | +202.8% | +241.2% |
| 5Y | +268.1% | -68.0% | +336.1% | +263.2% |
| All | +262.9% | -66.8% | +329.7% | +256.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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