+32.9%
XLV vs OKLO
-81.5%
+114.3%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.8% | +8.9% | +3.0% |
| 7D | +5.5% | -18.4% | +24.0% | +5.5% |
| 30D | +13.3% | -38.5% | +51.8% | +13.2% |
| 3M | +17.4% | -48.9% | +66.4% | +17.3% |
| 6M | +32.1% | -67.8% | +99.9% | +32.3% |
| YTD | +24.0% | -69.2% | +93.2% | +23.4% |
| 1Y | +32.9% | -80.3% | +113.2% | +32.1% |
| All | +32.9% | -81.5% | +114.3% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling