+160.8%
OKLO vs STLA
-73.7%
+234.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.2% | +14.2% | +14.1% |
| 7D | +14.1% | -6.4% | +20.5% | +17.0% |
| 30D | -22.7% | -1.3% | -21.3% | -22.5% |
| 3M | -44.6% | -19.9% | -24.6% | -40.1% |
| 6M | -63.0% | -42.9% | -20.1% | -54.4% |
| YTD | -62.6% | -59.4% | -3.2% | -48.7% |
| 1Y | -76.2% | -56.8% | -19.3% | -68.4% |
| 3Y | +160.8% | -73.1% | +233.9% | +393.1% |
| All | +160.8% | -73.7% | +234.5% | +393.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling