+28.4%
XLY vs OKLO
+267.3%
-238.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.2% | +10.1% | +1.4% |
| 7D | -1.7% | -12.2% | +10.5% | -1.1% |
| 30D | -4.2% | -19.7% | +15.6% | -3.2% |
| 3M | -2.7% | -37.4% | +34.7% | -0.7% |
| 6M | -0.6% | -42.3% | +41.7% | +1.2% |
| YTD | -5.0% | -49.5% | +44.5% | -3.0% |
| 1Y | -4.1% | -54.7% | +50.6% | -2.6% |
| 3Y | +33.6% | +249.6% | -216.0% | +16.0% |
| All | +28.4% | +267.3% | -238.9% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling