Pretty much stationary.

Augmented Dickey-Fuller Test
data: log_returns
Dickey-Fuller = -16.252, Lag order = 15, p-value = 0.01
alternative hypothesis: stationary

KPSS Test for Level Stationarity

data: log_returns
KPSS Level = 0.015178, Truncation lag parameter = 9, p-value = 0.1

Gemini app also can search, so it can answer.

o1 and Claude don't have web search capabilities. GPT4o does. This has nothing to do with the X data.