Stock and ETF performance explorer

OKLO vs XYZ

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1w.

Portfolio and benchmark returns by period
Period	Portfolio	XYZ	Excess	Alpha
1D	-9.2%	+0.2%	-9.4%	N/A
7D	-12.2%	-4.3%	-7.9%	N/A
All	-12.2%	-4.0%	-8.2%	N/A

Daily percentage return beside XYZ.

Portfolio return minus XYZ return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1w: compounded portfolio wealth divided by compounded XYZ wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.