+14.7%
XLF vs OKLO
-81.5%
+96.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.8% | +9.3% | +3.7% |
| 7D | +5.5% | -18.4% | +23.9% | +6.2% |
| 30D | +9.9% | -38.5% | +48.4% | +11.8% |
| 3M | +2.6% | -48.9% | +51.6% | +5.0% |
| 6M | +15.6% | -67.8% | +83.3% | +20.3% |
| YTD | +9.4% | -69.2% | +78.6% | +12.7% |
| 1Y | +14.7% | -80.3% | +95.0% | +20.5% |
| All | +14.7% | -81.5% | +96.2% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling