+42.0%
XLP vs OKLO
+140.1%
-98.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +22.7% | -23.9% | -1.0% |
| 7D | +0.7% | -6.7% | +7.5% | +0.7% |
| 30D | +10.3% | -36.0% | +46.3% | +9.9% |
| 3M | +6.5% | -44.2% | +50.7% | +6.1% |
| 6M | +8.4% | -70.4% | +78.8% | +7.6% |
| YTD | +18.2% | -67.2% | +85.4% | +17.4% |
| 1Y | +22.4% | -77.9% | +100.4% | +21.4% |
| 3Y | +41.9% | +128.4% | -86.5% | +35.3% |
| All | +42.0% | +140.1% | -98.1% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling