+168.9%
OKLO vs MNST
+102.8%
+66.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.2% | +14.1% | +14.0% |
| 7D | +14.1% | -5.0% | +19.1% | +14.1% |
| 30D | -22.7% | +4.6% | -27.2% | -22.9% |
| 3M | -44.6% | +1.0% | -45.6% | -44.7% |
| 6M | -63.0% | +5.8% | -68.8% | -63.3% |
| YTD | -62.6% | +19.1% | -81.7% | -63.4% |
| 1Y | -76.2% | +30.9% | -107.1% | -76.9% |
| 3Y | +160.8% | +65.7% | +95.1% | +147.4% |
| 5Y | +172.5% | +99.0% | +73.5% | +157.6% |
| All | +168.9% | +102.8% | +66.1% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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