+38.4%
XLP vs OKLO
+312.7%
-274.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% |
| 3Y | +27.2% | +299.1% | -271.9% | +22.7% |
| 5Y | +32.5% | +317.3% | -284.8% | +27.2% |
| All | +38.4% | +312.7% | -274.3% | +33.0% |
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