+120.7%
MSTR vs OKLO
+333.1%
-212.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.9% | -9.3% | -5.5% |
| 7D | +9.3% | +12.4% | -3.1% | +6.5% |
| 30D | +36.5% | -10.6% | +47.1% | +39.5% |
| 3M | +7.3% | -26.5% | +33.8% | +14.1% |
| 6M | +2.2% | -25.6% | +27.9% | +7.1% |
| YTD | -10.2% | -39.6% | +29.5% | -2.5% |
| 1Y | -58.6% | -38.8% | -19.9% | -56.1% |
| 3Y | +283.2% | +318.1% | -34.9% | +171.1% |
| 5Y | +113.8% | +339.7% | -225.9% | +45.3% |
| All | +120.7% | +333.1% | -212.4% | +55.8% |
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