-42.3%
MSTR vs OKLO
-81.5%
+39.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -5.8% | +10.9% | +7.6% |
| 7D | -1.8% | -18.4% | +16.6% | +6.9% |
| 30D | -13.3% | -38.5% | +25.2% | +6.2% |
| 3M | +46.0% | -48.9% | +94.9% | +90.2% |
| 6M | -22.4% | -67.8% | +45.3% | +19.6% |
| YTD | -6.2% | -69.2% | +63.0% | +37.7% |
| 1Y | -42.3% | -80.3% | +38.0% | -3.7% |
| All | -42.3% | -81.5% | +39.2% | -3.7% |
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