+84.6%
XLI vs OKLO
+333.1%
-248.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -0.7% |
| 7D | +1.0% | +12.4% | -11.4% | +0.4% |
| 30D | -5.8% | -10.6% | +4.7% | -5.4% |
| 3M | +0.7% | -26.5% | +27.2% | +1.7% |
| 6M | +3.2% | -25.6% | +28.8% | +3.8% |
| YTD | +13.0% | -39.6% | +52.7% | +14.2% |
| 1Y | +16.8% | -38.8% | +55.5% | +17.1% |
| 3Y | +72.4% | +318.1% | -245.6% | +55.0% |
| 5Y | +82.8% | +339.7% | -256.9% | +61.2% |
| All | +84.6% | +333.1% | -248.5% | +65.2% |
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