+44.8%
XLP vs OKLO
+130.2%
-85.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.4% |
| 7D | +2.5% | +1.6% | +0.9% | +2.6% |
| 30D | +7.3% | -17.6% | +24.9% | +7.2% |
| 3M | +8.1% | -48.5% | +56.6% | +7.5% |
| 6M | +10.5% | -65.7% | +76.1% | +9.7% |
| YTD | +21.2% | -66.7% | +87.8% | +20.4% |
| 1Y | +22.7% | -76.5% | +99.2% | +21.7% |
| 3Y | +44.8% | +132.5% | -87.7% | +35.6% |
| All | +44.8% | +130.2% | -85.4% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling