+50.6%
XLP vs OKLO
+158.6%
-108.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | +0.5% |
| 7D | -0.5% | +16.9% | -17.4% | -0.3% |
| 30D | +8.3% | -19.7% | +28.1% | +8.2% |
| 3M | +8.7% | -45.0% | +53.7% | +8.2% |
| 6M | +11.2% | -66.9% | +78.1% | +10.5% |
| YTD | +20.0% | -64.0% | +84.0% | +19.3% |
| 1Y | +21.3% | -75.2% | +96.5% | +20.5% |
| 3Y | +43.8% | +151.1% | -107.2% | +38.2% |
| 5Y | +43.3% | +162.8% | -119.5% | +37.1% |
| All | +50.6% | +158.6% | -108.0% | +44.2% |
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 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