+95.8%
MSTR vs OKLO
+150.9%
-55.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.5% | +2.9% | -2.2% |
| 7D | -10.7% | +6.8% | -17.5% | -12.8% |
| 30D | -21.6% | -27.7% | +6.1% | -16.6% |
| 3M | +24.4% | -43.6% | +68.0% | +38.9% |
| 6M | -35.5% | -65.4% | +29.9% | -20.9% |
| YTD | -20.3% | -65.0% | +44.7% | -3.9% |
| 1Y | -49.3% | -77.5% | +28.2% | -34.6% |
| 3Y | +137.8% | +143.6% | -5.8% | +86.8% |
| 5Y | +48.3% | +154.7% | -106.4% | +12.2% |
| All | +95.8% | +150.9% | -55.1% | +53.6% |
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