+39.8%
XLV vs OKLO
+262.2%
-222.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.2% | +9.0% | -0.2% |
| 7D | -3.6% | -12.2% | +8.7% | -3.5% |
| 30D | -1.8% | -19.7% | +17.9% | -1.8% |
| 3M | +7.8% | -37.4% | +45.2% | +7.9% |
| 6M | +9.1% | -42.3% | +51.4% | +9.2% |
| YTD | +7.7% | -49.5% | +57.3% | +7.8% |
| 1Y | +20.4% | -54.7% | +75.1% | +20.3% |
| 3Y | +30.8% | +249.6% | -218.8% | +25.6% |
| 5Y | +34.6% | +268.1% | -233.5% | +28.3% |
| All | +39.8% | +262.2% | -222.4% | +33.7% |
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