+9.1%
XLF vs OKLO
-42.7%
+51.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.4% | -0.9% |
| 7D | 0.0% | +2.8% | -2.8% | -0.1% |
| 30D | +0.2% | -4.0% | +4.2% | +0.2% |
| 3M | +11.7% | -36.9% | +48.6% | +13.2% |
| 6M | +13.8% | -37.1% | +50.9% | +14.6% |
| YTD | +7.0% | -42.5% | +49.5% | +7.8% |
| 1Y | +9.1% | -40.7% | +49.9% | +10.1% |
| All | +9.1% | -42.7% | +51.8% | +10.1% |
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