+145.0%
OKLO vs STLA
-72.2%
+217.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -6.1% | +0.6% | -3.9% |
| 7D | +27.3% | -13.1% | +40.4% | +32.0% |
| 30D | -23.1% | -13.3% | -9.8% | -20.4% |
| 3M | -45.8% | -27.9% | -18.0% | -41.4% |
| 6M | -66.8% | -47.8% | -19.0% | -61.1% |
| YTD | -65.9% | -64.6% | -1.4% | -57.1% |
| 1Y | -78.0% | -64.0% | -14.0% | -72.4% |
| 3Y | +137.4% | -76.8% | +214.2% | +212.9% |
| 5Y | +148.2% | -74.2% | +222.4% | +226.5% |
| All | +145.0% | -72.2% | +217.2% | +220.3% |
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