+50.3%
XLP vs OKLO
+92.0%
-41.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -13.2% | +12.5% | -0.9% |
| 7D | +3.5% | -28.4% | +31.9% | +3.1% |
| 30D | +11.6% | -50.2% | +61.7% | +10.8% |
| 3M | +7.6% | -55.3% | +63.0% | +6.9% |
| 6M | +10.0% | -71.9% | +81.9% | +9.0% |
| YTD | +19.7% | -73.2% | +93.0% | +18.6% |
| 1Y | +23.5% | -84.2% | +107.6% | +22.1% |
| 3Y | +44.0% | +86.4% | -42.4% | +37.8% |
| 5Y | +42.7% | +94.9% | -52.2% | +36.0% |
| All | +50.3% | +92.0% | -41.7% | +43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling