+75.1%
XLF vs OKLO
+333.1%
-258.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.3% | -1.5% |
| 7D | +0.2% | +12.4% | -12.2% | -0.2% |
| 30D | -0.5% | -10.6% | +10.0% | -0.2% |
| 3M | +10.6% | -26.5% | +37.2% | +11.4% |
| 6M | +14.3% | -25.6% | +39.9% | +14.6% |
| YTD | +5.5% | -39.6% | +45.2% | +6.3% |
| 1Y | +9.6% | -38.8% | +48.3% | +9.5% |
| 3Y | +75.2% | +318.1% | -242.9% | +54.2% |
| 5Y | +65.5% | +339.7% | -274.2% | +41.6% |
| All | +75.1% | +333.1% | -258.0% | +53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling