+80.5%
MSTR vs OKLO
+139.2%
-58.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.3% | -2.0% |
| 7D | -13.4% | +1.6% | -15.0% | -14.0% |
| 30D | -22.1% | -17.6% | -4.4% | -19.3% |
| 3M | +15.0% | -48.5% | +63.5% | +31.0% |
| 6M | -37.3% | -65.7% | +28.4% | -23.0% |
| YTD | -26.5% | -66.7% | +40.1% | -10.5% |
| 1Y | -46.5% | -76.5% | +30.0% | -31.2% |
| 3Y | +121.1% | +132.5% | -11.4% | +75.6% |
| 5Y | +37.5% | +142.8% | -105.3% | +5.2% |
| All | +80.5% | +139.2% | -58.7% | +43.1% |
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