+28.3%
XLP vs OKLO
+296.8%
-268.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.4% | -0.8% |
| 7D | -1.0% | +2.8% | -3.8% | -1.0% |
| 30D | -0.9% | -4.0% | +3.1% | -0.9% |
| 3M | +3.8% | -36.9% | +40.7% | +3.6% |
| 6M | -1.7% | -37.1% | +35.4% | -1.9% |
| YTD | +10.3% | -42.5% | +52.7% | +10.0% |
| 1Y | +7.8% | -40.7% | +48.5% | +7.5% |
| All | +28.3% | +296.8% | -268.5% | +20.5% |
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