+130.9%
MSTR vs OKLO
+312.7%
-181.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.6% | -5.0% | -2.2% |
| 7D | +12.2% | +2.8% | +9.4% | +11.5% |
| 30D | +45.2% | -4.0% | +49.2% | +46.1% |
| 3M | +10.4% | -36.9% | +47.3% | +21.2% |
| 6M | -2.5% | -37.1% | +34.7% | +5.7% |
| YTD | -6.0% | -42.5% | +36.5% | +3.1% |
| 1Y | -56.4% | -40.7% | -15.7% | -53.4% |
| 3Y | +306.3% | +299.1% | +7.2% | +190.6% |
| 5Y | +100.5% | +317.3% | -216.8% | +38.9% |
| All | +130.9% | +312.7% | -181.8% | +64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling