+99.4%
XBI vs OKLO
+249.6%
-150.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.2% | +8.8% | +0.1% |
| 7D | -4.6% | -12.2% | +7.6% | -4.0% |
| 30D | -2.0% | -19.7% | +17.7% | -0.9% |
| 3M | +17.8% | -37.4% | +55.2% | +20.3% |
| 6M | +23.7% | -42.3% | +66.0% | +26.2% |
| YTD | +28.2% | -49.5% | +77.8% | +31.1% |
| 1Y | +64.0% | -54.7% | +118.7% | +66.8% |
| 3Y | +99.4% | +249.6% | -150.2% | +65.4% |
| All | +99.4% | +249.6% | -150.2% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 3y: compounded portfolio wealth divided by compounded OKLO 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…
3y analysis · Full analysis span regression · 6 months rolling