+3.6%
XLY vs OKLO
-81.5%
+85.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.8% | +10.1% | +4.7% |
| 7D | +6.1% | -18.4% | +24.5% | +7.6% |
| 30D | +10.8% | -38.5% | +49.3% | +14.6% |
| 3M | +3.6% | -48.9% | +52.6% | +8.3% |
| 6M | +4.4% | -67.8% | +72.1% | +12.1% |
| YTD | +3.1% | -69.2% | +72.3% | +9.3% |
| 1Y | +3.6% | -80.3% | +83.9% | +12.2% |
| All | +3.6% | -81.5% | +85.0% | +12.2% |
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