+108.5%
MSTR vs OKLO
+135.5%
-27.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +22.7% | -22.9% | -5.2% |
| 7D | -1.2% | -6.7% | +5.5% | -0.4% |
| 30D | -15.9% | -36.0% | +20.1% | -7.9% |
| 3M | +33.1% | -44.2% | +77.3% | +49.1% |
| 6M | -31.0% | -70.4% | +39.4% | -12.4% |
| YTD | -15.1% | -67.2% | +52.0% | +4.1% |
| 1Y | -45.6% | -77.9% | +32.3% | -29.2% |
| 3Y | +180.5% | +128.4% | +52.1% | +124.2% |
| 5Y | +61.7% | +139.1% | -77.4% | +24.4% |
| All | +108.5% | +135.5% | -27.0% | +66.4% |
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