+75.0%
XLF vs OKLO
+262.2%
-187.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.2% | +9.8% | +1.0% |
| 7D | -1.5% | -12.2% | +10.8% | -1.1% |
| 30D | -1.2% | -19.7% | +18.6% | -0.6% |
| 3M | +9.2% | -37.4% | +46.6% | +10.5% |
| 6M | +16.3% | -42.3% | +58.6% | +17.6% |
| YTD | +5.4% | -49.5% | +55.0% | +6.7% |
| 1Y | +7.6% | -54.7% | +62.3% | +8.6% |
| 3Y | +74.2% | +249.6% | -175.4% | +54.1% |
| 5Y | +66.1% | +268.1% | -202.0% | +42.8% |
| All | +75.0% | +262.2% | -187.2% | +54.1% |
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 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