+136.0%
OKLO vs MNST
+103.2%
+32.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -4.4% | +27.1% | +22.6% |
| 7D | -6.7% | -3.4% | -3.3% | -6.8% |
| 30D | -36.0% | +6.6% | -42.7% | -36.3% |
| 3M | -44.2% | -2.9% | -41.3% | -44.2% |
| 6M | -70.4% | +18.4% | -88.9% | -71.1% |
| YTD | -67.2% | +19.3% | -86.4% | -67.9% |
| 1Y | -77.9% | +37.9% | -115.8% | -78.7% |
| 3Y | +128.4% | +62.9% | +65.5% | +116.7% |
| 5Y | +139.1% | +99.6% | +39.5% | +126.0% |
| All | +136.0% | +103.2% | +32.8% | +123.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling