+151.4%
OKLO vs STLA
-69.3%
+220.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.6% | -2.9% | -5.6% |
| 7D | +6.8% | -4.9% | +11.7% | +8.3% |
| 30D | -27.7% | -4.9% | -22.8% | -26.9% |
| 3M | -43.6% | -23.7% | -19.9% | -39.9% |
| 6M | -65.4% | -45.0% | -20.4% | -60.1% |
| YTD | -65.0% | -60.9% | -4.2% | -57.1% |
| 1Y | -77.5% | -58.9% | -18.6% | -72.8% |
| 3Y | +143.6% | -74.4% | +218.0% | +213.2% |
| 5Y | +154.7% | -71.5% | +226.2% | +226.8% |
| All | +151.4% | -69.3% | +220.7% | +220.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling