+233.9%
XOM vs OKLO
+262.2%
-28.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.2% | +9.6% | +0.4% |
| 7D | +4.1% | -12.2% | +16.3% | +4.0% |
| 30D | +4.6% | -19.7% | +24.3% | +4.5% |
| 3M | +14.0% | -37.4% | +51.4% | +13.9% |
| 6M | +11.0% | -42.3% | +53.3% | +10.9% |
| YTD | +40.7% | -49.5% | +90.2% | +40.6% |
| 1Y | +52.3% | -54.7% | +107.0% | +51.7% |
| 3Y | +60.5% | +249.6% | -189.2% | +41.0% |
| 5Y | +266.4% | +268.1% | -1.7% | +206.4% |
| All | +233.9% | +262.2% | -28.3% | +186.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling