-80.3%
OKLO vs STLA
-53.0%
-27.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.8% | -9.6% | -6.5% |
| 7D | -18.4% | -0.6% | -17.8% | -18.4% |
| 30D | -38.5% | +3.6% | -42.1% | -39.0% |
| 3M | -48.9% | -20.6% | -28.3% | -47.1% |
| 6M | -67.8% | -34.3% | -33.4% | -65.2% |
| YTD | -69.2% | -57.3% | -11.9% | -65.8% |
| 1Y | -80.3% | -52.6% | -27.6% | -80.4% |
| All | -80.3% | -53.0% | -27.3% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling