+10.0%
XLP vs OKLO
-72.2%
+82.2%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -13.2% | +12.5% | -1.7% |
| 7D | +3.5% | -28.4% | +31.9% | +1.2% |
| 30D | +11.6% | -50.2% | +61.7% | +6.7% |
| 3M | +7.6% | -55.3% | +63.0% | +2.5% |
| 6M | +10.0% | -71.9% | +81.9% | +2.6% |
| All | +10.0% | -72.2% | +82.2% | +2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling