+160.4%
XLK vs OKLO
+325.7%
-165.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | +2.3% | +7.7% | -5.4% | +1.7% |
| 30D | +0.8% | -4.3% | +5.1% | +1.1% |
| 3M | +4.1% | -24.6% | +28.7% | +6.0% |
| 6M | +34.8% | -31.1% | +65.8% | +37.2% |
| YTD | +30.8% | -40.7% | +71.5% | +34.0% |
| 1Y | +42.4% | -42.4% | +84.8% | +44.4% |
| 3Y | +121.8% | +310.9% | -189.1% | +86.6% |
| 5Y | +146.6% | +332.6% | -186.0% | +104.9% |
| All | +160.4% | +325.7% | -165.3% | +117.7% |
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