+223.1%
XOM vs OKLO
+333.1%
-110.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | +0.8% |
| 7D | -2.4% | +12.4% | -14.8% | -2.3% |
| 30D | +5.7% | -10.6% | +16.2% | +5.6% |
| 3M | +6.6% | -26.5% | +33.1% | +6.6% |
| 6M | +7.7% | -25.6% | +33.3% | +7.6% |
| YTD | +36.2% | -39.6% | +75.8% | +36.2% |
| 1Y | +50.5% | -38.8% | +89.3% | +49.8% |
| 3Y | +53.4% | +318.1% | -264.7% | +34.8% |
| 5Y | +254.2% | +339.7% | -85.5% | +196.8% |
| All | +223.1% | +333.1% | -110.0% | +177.3% |
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 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