+190.1%
XLE vs OKLO
+150.9%
+39.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +7.0% | +0.5% |
| 7D | -6.7% | +6.8% | -13.5% | -6.8% |
| 30D | -4.4% | -27.7% | +23.3% | -4.2% |
| 3M | +4.0% | -43.6% | +47.6% | +4.4% |
| 6M | +13.2% | -65.4% | +78.6% | +14.3% |
| YTD | +41.9% | -65.0% | +106.9% | +42.8% |
| 1Y | +41.6% | -77.5% | +119.1% | +43.7% |
| 3Y | +64.0% | +143.6% | -79.6% | +44.0% |
| 5Y | +158.1% | +154.7% | +3.4% | +120.0% |
| All | +190.1% | +150.9% | +39.2% | +151.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling